Misspecification Testing: Non-Invariance of Expectations Models of Inflation

Misspecification Testing: Non-Invariance of Expectations Models of Inflation

Many economic models (such as the new-Keynesian Phillips curve, NKPC) include expected future values, often estimated after replacing the expected value by the actual future outcome, using Instrumental Variables (IV) or Generalized Method of Moments (GMM). Although crises, breaks, and regime shifts...

Descripció completa

Dades bibliogràfiques
Autors principals:	Castle, J, Doornik, J, Hendry, D, Nymoen, R
Format:	Journal article
Publicat:	Taylor and Francis 2014

Ítems similars

Testing the Invariance of Expectations Models of Inflation.
per: Castle, J, et al.
Publicat: (2010)

Testing the invariance of expectations models of inflation
per: Hendry, D, et al.
Publicat: (2010)

Multicollinearity and Model Misspecification
per: Christopher Winship, et al.
Publicat: (2016-07-01)

Modeling non-stationary ‘big data’
per: Castle, J, et al.
Publicat: (2020)

Modelling non-stationary 'Big data'
per: Castle, J, et al.
Publicat: (2020)

Generalized Information Matrix Tests for Detecting Model Misspecification
per: Richard M. Golden, et al.
Publicat: (2016-11-01)

Minimizing sensitivity to model misspecification
per: Bonhomme, S, et al.
Publicat: (2022)

Quick assessment for systematic test statistic inflation/deflation due to null model misspecifications in genome-wide environment interaction studies.
per: Masao Ueki, et al.
Publicat: (2019-01-01)

Structural Break Tests Robust to Regression Misspecification
per: Alaa Abi Morshed, et al.
Publicat: (2018-05-01)

System Misspecification Testing and Structural Change in the Demand for Meats
per: Anya M. McGuirk, et al.
Publicat: (1995-07-01)

Dynamic Learning and Pricing with Model Misspecification
per: Nambiar, Mila, et al.
Publicat: (2020)

Model misspecification and general Bayesian bootstraps
per: Lyddon, S
Publicat: (2018)

Model Misspecification as the Causes of Flypaper Effect
per: Siniša Mali
Publicat: (2023-03-01)

Model misspecification in approximate Bayesian computation: consequences and diagnostics
per: Frazier, D, et al.
Publicat: (2020)

Evaluating forecasts, narratives and policy using a test of invariance
per: Castle, J, et al.
Publicat: (2017)

Modeling Model Misspecification in Structural Equation Models
per: Alexander Robitzsch
Publicat: (2023-06-01)

Addressing misspecification in contextual optimization
per: Bennouna, Omar
Publicat: (2024)

Errors in Statistical Inference Under Model Misspecification: Evidence, Hypothesis Testing, and AIC
per: Brian Dennis, et al.
Publicat: (2019-10-01)

Genetic model misspecification in genetic association studies
per: Amadou Gaye, et al.
Publicat: (2017-11-01)

Evaluating automatic model selection
per: Castle, J, et al.
Publicat: (2010)

Evaluating Automatic Model Selection
per: Doornik, J, et al.
Publicat: (2011)

Evaluating Automatic Model Selection.
per: Castle, J, et al.
Publicat: (2010)

Robust discovery of regression models
per: Castle, J, et al.
Publicat: (2021)

Misspecification in Generalized Linear Mixed Models and Its Impact on the Statistical Wald Test
per: Diana Arango-Botero, et al.
Publicat: (2023-01-01)

Misspecification Tests for Log-Normal and Over-Dispersed Poisson Chain-Ladder Models
per: Jonas Harnau
Publicat: (2018-03-01)

Model Selection when there are Multiple Breaks.
per: Castle, J, et al.
Publicat: (2008)

Model selection when there are multiple breaks
per: Castle, J, et al.
Publicat: (2012)

Model selection when there are multiple breaks
per: Castle, J, et al.
Publicat: (2008)

Model Selection in Equations with Many 'Small' Effects.
per: Castle, J, et al.
Publicat: (2011)

Model selection in equations with many 'small' effects
per: Castle, J, et al.
Publicat: (2013)

Testing Superexogeneity and Invariance in Regression Models.
per: Engle, R, et al.
Publicat: (1993)

Selecting a model for forecasting
per: Castle, J, et al.
Publicat: (2021)

Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
per: Castle, J, et al.
Publicat: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
per: Castle, J, et al.
Publicat: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
per: Castle, J, et al.
Publicat: (2007)

Improving models and forecasts after equilibrium-mean shifts
per: Castle, J, et al.
Publicat: (2023)

Testing Super Exogeneity and Invariance in Regression Models.
per: Engle, R, et al.
Publicat: (1994)

Testing Super Exogeneity and Invariance in Regression Models.
per: Engle, R, et al.
Publicat: (1990)

The historical role of energy in UK inflation and productivity with implications for price inflation
per: Castle, JL, et al.
Publicat: (2023)

Minimum Penalized ϕ-Divergence Estimation under Model Misspecification
per: M. Virtudes Alba-Fernández, et al.
Publicat: (2018-04-01)