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Statistical inference in calibrated models
16 references·11 citing·44 second hop
Statistical inference in calibrated models (1994)Statistical inference in calibrated modelsApplied General-Equilibrium Models of Taxation and International Trade: An Introduction and Survey (2008)Applied General-Equilibrium M…Estimating nonlinear time-series models using simulated vector autoregressions (1993)Estimating nonlinear time-ser…Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)Quadrature-Based Methods for …The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Equity Premium Puzzle and…The equity risk premium a solution (1988)The equity risk premium a sol…THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…Production, growth and business cycles (1988)Production, growth and busine…Meta-Analysis: Quantitative Methods for Research Synthesis (1987)Meta-Analysis: Quantitative M…Meta-Analysis (1986)Meta-AnalysisCombining Probability Distributions: A Critique and an Annotated Bibliography (1986)Combining Probability Distrib…The equity premium: A puzzle (1985)The equity premium: A puzzleIndivisible labor and the business cycle (1985)Indivisible labor and the bus…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…Essays in Positive Economics (1954)Essays in Positive EconomicsHow Did We Get to Where We Are Now? 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References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1988Production, growth and business cycles2,193 cited
  • 1985Indivisible labor and the business cycle2,011 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1988The equity risk premium a solution1,397 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 1987Meta-Analysis: Quantitative Methods for Research Synthesis1,371 cited
  • 1954Essays in Positive Economics1,215 cited
  • 1986Combining Probability Distributions: A Critique and an Annotated Bibliography1,007 cited
  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
  • 1989The Equity Premium Puzzle and the Riskfree Rate Puzzle922 cited
  • 2008Applied General-Equilibrium Models of Taxation and International Trade: An Introduction and Survey897 cited
  • 1980Formulating and estimating dynamic linear rational expectations models877 cited
  • 1986Meta-Analysis784 cited
  • 1993

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Estimating nonlinear time-series models using simulated vector autoregressions
686 cited

Cited by

  • 1998International business cycles, financial markets and household production47 cited
  • 2005Gender Bias in Parental Investments in Children’s Education: A Theoretical Analysis37 cited
  • 2013Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models29 cited
  • 2009Testing a DSGE Model of the EU Using Indirect Inference27 cited
  • 2010Bayesian Estimation of a DSGE Model for the Portuguese Economy22 cited
  • 2012Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples21 cited
  • 2015How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics19 cited
  • 2012A New Class of Nonlinear Time Series Models for the Evaluation of DSGE Models18 cited
  • 2012Comparison of misspecified calibrated models: The minimum distance approach15 cited
  • 2001Validating Monetary DSGE Models through VARs15 cited
  • 2007MONEY AND MONETARY POLICY IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS14 cited