Bootstrapping Dsge Models

  • Giovanni Angeliniy, Giuseppe Cavalierey, Luca Fanelliy
  • Published 2016

Abstract

This paper explores the potential of bootstrap methods in the empirical evaluation of dynamic stochastic general equilibrium (DSGE) models and, more generally, in linear rational expectations models featuring unobservable (latent) components. We consider two dimensions. First, we provide mild regularity conditions that su¢ ce for the bootstrap Quasi-Maximum… (More)

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