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Browsing Documents OpenAIRE (Open Access Infrastructure for Research in Europe) by Author "Inoue, Atsushi"

Browsing Documents OpenAIRE (Open Access Infrastructure for Research in Europe) by Author "Inoue, Atsushi"

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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 ...

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