Den Haan, Wouter J. ORCID: 0000-0001-6214-8156 (2020) Discussion of estimating linearized heterogeneous agent models using panel data. Journal of Economic Dynamics and Control, 115. ISSN 0165-1889
Text (Discussion of estimating linearised heterogeneous agent models using panel data)
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Identification Number: 10.1016/j.jedc.2020.103882
Abstract
The techniques proposed in Papp and Reiter (2020) allow the use of cross-sectional and aggregate data observed at different frequencies in the estimation of dynamic stochastic macroeconomic models. However, the question is whether technique is getting ahead of what is sensible in terms of currently available empirical strategies to estimate macroeconomic models which are – without exception – misspecified.
Item Type: | Article |
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Official URL: | https://www.sciencedirect.com/journal/journal-of-e... |
Additional Information: | © 2020 Elsevier B.V. |
Divisions: | Centre for Macroeconomics |
Subjects: | H Social Sciences > HB Economic Theory |
Date Deposited: | 06 Apr 2020 07:54 |
Last Modified: | 12 Dec 2024 02:06 |
URI: | http://eprints.lse.ac.uk/id/eprint/103971 |
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