Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test-Reference-Cited by-同舟云学术

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Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test

Published:2014-10-12 Issue:6 Volume:30 Page:924-947
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J. Appl. Econ.

Author:

Castelnuovo Efrem¹²,Fanelli Luca³

Affiliation:

1. Melbourne Institute of Applied Economic and Social Research; University of Melbourne; Victoria Australia

2. Department of Economics and Management; University of Padua; Italy

3. Department of Statistical Sciences and School of Economics; Management and Statistics, University of Bologna; Italy

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2423/fullpdf

Reference65 articles.

1. Confidence-region tests;Aitchison;Journal of the Royal Statistical Society, Series B,1964

2. Bayesian analysis of DSGE models;An;Econometric Reviews,2007

3. Estimation of the parameters of a single equation in a complete system of stochastic equations;Anderson;Annals of Mathematical Statistics,1949

4. Estimation and inference with weak, semi-strong, and strong identification;Andrews;Econometrica,2012

5. Maximum likelihood inference in weakly identified DSGE models;Andrews;Quantitative Economics,2014

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