DSGE模型中错误规范的处理综述

ERN: Other Macroeconomics: Aggregative Models (Topic) Pub Date : 2017-11-24 DOI:10.2139/ssrn.3083615

Alessia Paccagnini

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引用次数: 4

摘要

动态随机一般均衡(DSGE)模型是学术界和中央银行用于评估经济周期以进行政策和预测分析的主要工具。尽管最近在改进DSGE模型与数据的拟合方面取得了进展，但错误规范问题仍然存在。本调查的目的是阐明DSGE建模中不同形式的错误说明，以及研究人员如何识别来源。此外，还讨论了对规范错误的补救措施。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Dealing with Misspecification in DSGE Models: A Survey

Dynamic Stochastic General Equilibrium (DSGE) models are the main tool used in Academia and in Central Banks to evaluate the business cycle for policy and forecasting analyses. Despite the recent advances in improving the fit of DSGE models to the data, the misspecification issue still remains. The aim of this survey is to shed light on the different forms of misspecification in DSGE modeling and how the researcher can identify the sources. In addition, some remedies to face with misspecification are discussed.

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ERN: Other Macroeconomics: Aggregative Models (Topic)

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