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Discussion of estimating linearized heterogeneous agent models using panel data

Den Haan, Wouter J. (2020) Discussion of estimating linearized heterogeneous agent models using panel data. Journal of Economic Dynamics and Control, 115. ISSN 0165-1889

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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
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: 24 Jul 2020 07:24
URI: http://eprints.lse.ac.uk/id/eprint/103971

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