Weak instrument robust tests in GMM and the new Keynesian Phillips curve
F Kleibergen, S Mavroeidis - Journal of Business & Economic …, 2009 - Taylor & Francis
We discuss weak instrument robust statistics in GMM for testing hypotheses on the full
parameter vector or on subsets of the parameters. We use these test procedures to …
parameter vector or on subsets of the parameters. We use these test procedures to …
Simulation‐based tests of forward‐looking models under VAR learning dynamics
In this paper we propose a simulation‐based technique to investigate the finite sample
performance of likelihood ratio (LR) tests for the nonlinear restrictions that arise when a …
performance of likelihood ratio (LR) tests for the nonlinear restrictions that arise when a …
The Phillips Curve as a Macroeconometric Relation: Evolution and Recent Econometric Developments
JM Dufour, R Scheufele - Empirische Makroökonomik für …, 2008 - nomos-elibrary.de
For several generations of economists and policy makers, the Phillips curve (PC) has
described the macroeconomic relationship between inflation and the real economy in the …
described the macroeconomic relationship between inflation and the real economy in the …
[图书][B] The economics of coordination under bounded rationality
S Kaihatsu - 2009 - search.proquest.com
This dissertation consists of three essays on the economics of coordination under bounded
rationality. The coordination problem is a long-standing research agenda to investigate how …
rationality. The coordination problem is a long-standing research agenda to investigate how …