Can a data-rich environment help identify the sources of model misspecification?
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- Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers 527, Bank of England.
- Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," LSE Research Online Documents on Economics 86320, London School of Economics and Political Science, LSE Library.
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More about this item
Keywords
DSGE Models; Model Misspecification; Bayesian Analysis;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2015-02-28 (Dynamic General Equilibrium)
- NEP-ECM-2015-02-28 (Econometrics)
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