Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

Touhami Abdelkhalek and Jean-Marie Dufour ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Abstract: We consider the problem of accessing the uncertainty of calibrated parameters in computable general equilibrium (CGE) models through the construction of confidence sets (or intervals) for these parameters. We study two different setups under which this can be done.

JEL-codes: C10 C13 D58 (search for similar items in EconPapers)
Pages: 32 pages
Date: 1998
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/1866/459 (application/pdf)

Related works:
Journal Article: Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models (2006)
Working Paper: Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models (2000)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mtl:montde:9810

Access Statistics for this paper

More papers in Cahiers de recherche from Universite de Montreal, Departement de sciences economiques Contact information at EDIRC.
Bibliographic data for series maintained by Sharon BREWER ().