Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis

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Journal of business and economic statistics, forthcoming
http://hdl.handle.net/10230/4800
To cite or link this document: http://hdl.handle.net/10230/4800
dc.contributor.author Canova, Fabio
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.date.issued 2009-01-01
dc.identifier.citation Journal of business and economic statistics, forthcoming
dc.identifier.uri http://hdl.handle.net/10230/4800
dc.description.abstract I discuss the identifiability of a structural New Keynesian Phillips curve when it is embedded in a small scale dynamic stochastic general equilibrium model. Identification problems emerge because not all the structural parameters are recoverable from the semi-structural ones and because the objective functions I consider are poorly behaved. The solution and the moment mappings are responsible for the problems.
dc.language.iso eng
dc.relation.ispartofseries Economics and Business Working Papers Series; 1159
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.title Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis
dc.type info:eu-repo/semantics/workingPaper
dc.date.modified 2014-06-03T07:14:24Z
dc.subject.keyword Business Economics and Industrial Organization
dc.subject.keyword Macroeconomics and International Economics
dc.subject.keyword Statistics, Econometrics and Quantitative Methods
dc.subject.keyword identification
dc.subject.keyword dsge models
dc.subject.keyword new keynesian phillips curve
dc.subject.keyword identification robust estimation methods
dc.rights.accessRights info:eu-repo/semantics/openAccess


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