Browsing by Author "Kuo, Chun-Hung"

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  • Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara, 1971- (Centre for Economic Policy Research, 2014-09)
    In this paper we propose empirical methods for detecting and identifying misspecifications in DSGE models. We introduce wedges in a DSGE model and identify potential misspecification via forecast error variance decomposition ...
  • Inoue, Atsushi; Kuo, Chun-Hung; Rossi, Barbara, 1971- (2015-02-01)
    In this paper we propose an empirical method for detecting and identifying misspecification in structural economic models. Our approach formalizes the common practice of adding "shocks" in the model, and identifies ...