Information criteria for impulse response function matching estimation of DSGE models

Journal of Econometrics

Volumn 170, Issue 2, 2012, Pages 499-518

  Hall, Alastair R ^a   Inoue, Atsushi ^b   Nason, James M ^c   Rossi, Barbara ^d  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

^c FEDERAL RESERVE BANK OF PHILADELPHIA   (United States)

^d UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

C32; C52; C53; E47

Indexed keywords

ASYMPTOTIC THEORIES; ASYMPTOTICALLY EFFICIENT; C32; C52; C53; E47; FINITE SAMPLES; FIRST ORDER; GENERAL EQUILIBRIUM; IMPULSE RESPONSE FUNCTIONS; INFORMATION CRITERION; KEY PARAMETERS; LOCAL PROJECTIONS; MODEL PARAMETERS; MONTE CARLO; RESPONSE SELECTION; SAMPLING DISTRIBUTION; SIMULATION METHODS; STRUCTURAL PARAMETER; YIELD GAIN;

ASYMPTOTIC ANALYSIS; ESTIMATION; IMPULSE RESPONSE; SAMPLING; STOCHASTIC MODELS; STRUCTURAL ANALYSIS;

PARAMETER ESTIMATION;

EID: 84865317773     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.05.019     Document Type: Conference Paper

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