期刊名称：Cardiff Economics Working Papers / Cardiff University, Cardiff Business School
印刷版ISSN：1749-6101
出版年度：2009
卷号：2009
出版社：Cardiff University
摘要：We review the methods used in many papers to evaluate DSGE models by comparing their simulated moments with data moments. We compare these with the method of Indirect Inference to which they are closely related. We illustrate the comparison with contrasting assessments of a two-country model in two recent papers. We conclude that Indirect Inference is the proper end point of the puzzles methodology.
关键词：Bootstrap ; US-EU model ; DSGE ; VAR ; indirect inference ; Wald statistic ; anomaly ; puzzle ;
