An edition of Monetary policy analysis with potentially misspecified models (2005)

Monetary policy analysis with potentially misspecified models

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Monetary policy analysis with potentially mis ...
Marco Del Negro, Marco Del Neg ...
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Last edited by MARC Bot
December 17, 2020 | History
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An edition of Monetary policy analysis with potentially misspecified models (2005)

Monetary policy analysis with potentially misspecified models

by

"The paper proposes a novel method for conducting policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models and applies it to a New Keynesian DSGE model along the lines of Christiano, Eichenbaum, and Evans (JPE 2005) and Smets and Wouters (JEEA 2003). We first quantify the degree of model misspecification and then illustrate its implications for the performance of different interest rate feedback rules. We find that many of the prescriptions derived from the DSGE model are robust to model misspecification"--Federal Reserve Bank of Atlanta web site.

Publish Date
Publisher
Federal Reserve Bank of Atlanta
Language
English

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Subjects

Econometric models, Economic aspects of Policy sciences, Evaluation, Policy sciences

Places

United States
Edition Availability
Cover of: Monetary policy analysis with potentially misspecified models
Monetary policy analysis with potentially misspecified models
2007, National Bureau of Economic Research
in English
Cover of: Monetary policy analysis with potentially misspecified models
Monetary policy analysis with potentially misspecified models
2005, Federal Reserve Bank of Atlanta
electronic resource / in English

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Book Details

Edition Notes

Title from PDF file as viewed on 8/07/2006.

Includes bibliographical references.

Also available in print.

System requirements: Adobe Acrobat Reader.

Mode of access: World Wide Web.

Published in
Atlanta, Ga.]
Series
Working paper series / Federal Reserve Bank of Atlanta -- 2005-26, Working paper series (Federal Reserve Bank of Atlanta : Online) -- 2005-26.

Classifications

Library of Congress
HB1

The Physical Object

Format
[electronic resource] /

ID Numbers

Open Library
OL31759150M
LCCN
2006618078

Source records

Library of Congress MARC record

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December 17, 2020 Created by MARC Bot Imported from Library of Congress MARC record