Matching the Model to the Data

Sumru Altug

Chapter 7 in Business Cycles:Fact, Fallacy and Fantasy, 2009, pp 109-135 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:DYNAMIC FACTOR ANALYSISMeasures of Fit for Calibrated ModelsOther ApplicationsGMM ESTIMATION APPROACHESTHE CALIBRATION VERSUS ESTIMATION DEBATEThe Dynamics of OutputCalibration as EstimationNonlinearity in Macroeconomic Time SeriesThe Debate ReconsideredDSGE MODELING

Keywords: Business Cycles; Shocks and Propagation Mechanisms; Calibration; Matching Model to Data (search for similar items in EconPapers)
Date: 2009
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