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Volumn 89, Issue 4, 2007, Pages 349-360

Model fit and model selection

Author keywords

[No Author keywords available]

Indexed keywords


EID: 34547680095     PISSN: 00149187     EISSN: None     Source Type: Journal    
DOI: 10.20955/r.89.349-360     Document Type: Conference Paper
Times cited : (15)

References (15)
  • 1
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  • 3
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    • Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
    • February
    • Christiano, Lawrence J; Eichenbaum, Martin and Evans, Charles. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy." Journal of Political Economy, February 2005, 113(1), pp. 1-45.
    • (2005) Journal of Political Economy , vol.113 , Issue.1 , pp. 1-45
    • Christiano, L.J.1    Eichenbaum, M.2    Evans, C.3
  • 4
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    • del Negro, Marco and Schorfheide, Frank. Forming Priors for DSGE Models and How It Affects the Assessment of Nominal Rigidities. Working paper, University of Pennsylvania, 2006.
    • del Negro, Marco and Schorfheide, Frank. "Forming Priors for DSGE Models and How It Affects the Assessment of Nominal Rigidities." Working paper, University of Pennsylvania, 2006.
  • 5
    • 0001266334 scopus 로고
    • Maxmin Expected Utility with a Non-unique Prior
    • Gilboa, Itzhak and Schmeidler, David. "Maxmin Expected Utility with a Non-unique Prior." Journal of Mathematical Economics, 1989, 18(2), pp. 141-53.
    • (1989) Journal of Mathematical Economics , vol.18 , Issue.2 , pp. 141-153
    • Gilboa, I.1    Schmeidler, D.2
  • 6
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    • Generalization of the Concept of Identification
    • Tjalling Koopmans, ed, New York: John Wiley and Sons
    • Hurwicz, Leonid. "Generalization of the Concept of Identification," in Tjalling Koopmans, ed., Statistical Inference in Dynamic Economic Models. New York: John Wiley and Sons, 1950.
    • (1950) Statistical Inference in Dynamic Economic Models
    • Hurwicz, L.1
  • 7
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    • Underidentification, Structural Estimation, and Forecasting
    • October
    • Liu, Ta-Chung. "Underidentification, Structural Estimation, and Forecasting." Econometrica, October 1960, 28(4), pp. 855-65.
    • (1960) Econometrica , vol.28 , Issue.4 , pp. 855-865
    • Liu, T.1
  • 8
    • 2442527511 scopus 로고    scopus 로고
    • Testing for Indeterminacy: An Application to U.S. Monetary Policy
    • March
    • Lubik, Thomas A. and Schorfheide, Frank. "Testing for Indeterminacy: An Application to U.S. Monetary Policy." American Economic Review, March 2004, 94(1), pp. 190-217.
    • (2004) American Economic Review , vol.94 , Issue.1 , pp. 190-217
    • Lubik, T.A.1    Schorfheide, F.2
  • 9
    • 0002498578 scopus 로고
    • Econometric Policy Evaluation: A Critique
    • K. Brunner and A. Meltzer, eds, Amsterdam: North-Holland
    • Lucas, Robert E. "Econometric Policy Evaluation: A Critique," in K. Brunner and A. Meltzer, eds., The Phillips Curve and Labor Markets. Amsterdam: North-Holland, 1976.
    • (1976) The Phillips Curve and Labor Markets
    • Lucas, R.E.1
  • 10
    • 85071637806 scopus 로고    scopus 로고
    • Partial Identification in Econometrics
    • Stephen Durlauf and Lawrence Blume, eds, Second Edition forthcoming
    • Manski, Charles F. "Partial Identification in Econometrics," in Stephen Durlauf and Lawrence Blume, eds., The New Palgrave Dictionary of Economics. Second Edition (forthcoming).
    • The New Palgrave Dictionary of Economics
    • Manski, C.F.1
  • 11
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    • Statistical Inference in Economics
    • T. Koopmans, ed, New York: John Wiley and Sons
    • Marschak, Jacob. "Statistical Inference in Economics," in T. Koopmans, ed., Statistical Inference in Dynamic Economic Models. New York: John Wiley and Sons, 1950.
    • (1950) Statistical Inference in Dynamic Economic Models
    • Marschak, J.1
  • 12
    • 0034557056 scopus 로고    scopus 로고
    • Loss Function Based Evaluation of DSGE Models
    • November-December
    • Schorfheide, Frank. "Loss Function Based Evaluation of DSGE Models." Journal of Applied Econometrics, November-December 2000, 15(6), pp. 645-70.
    • (2000) Journal of Applied Econometrics , vol.15 , Issue.6 , pp. 645-670
    • Schorfheide, F.1
  • 13
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    • Bayesian Methods in Macroeconometrics
    • Stephen Durlauf and Lawrence Blume eds, Second Edition forthcoming
    • Schorfheide, Frank. "Bayesian Methods in Macroeconometrics," in Stephen Durlauf and Lawrence Blume eds., The New Palgrave Dictionary of Economics. Second Edition (forthcoming).
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  • 14
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    • Macroeconomics and Reality
    • January
    • Sims, Christopher A. "Macroeconomics and Reality." Econometrica, January 1980, 48(1), pp. 1-48.
    • (1980) Econometrica , vol.48 , Issue.1 , pp. 1-48
    • Sims, C.A.1
  • 15
    • 77957241272 scopus 로고    scopus 로고
    • An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area
    • September
    • Smets, Frank and Wouters, Raf. "An Estimated Stochastic Dynamic General Equilibrium Model of the Euro Area." Journal of the European Economic Association, September 2003, 1(5), pp. 1123-75.
    • (2003) Journal of the European Economic Association , vol.1 , Issue.5 , pp. 1123-1175
    • Smets, F.1    Wouters, R.2


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