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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Castle, J, Doornik, J, Hendry, D, Nymoen, R
Fformat:	Journal article
Cyhoeddwyd:	Taylor and Francis 2014

Eitemau Tebyg

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

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

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

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

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

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

Minimizing sensitivity to model misspecification
gan: Bonhomme, S, et al.
Cyhoeddwyd: (2022)

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

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

Model misspecification and general Bayesian bootstraps
gan: Lyddon, S
Cyhoeddwyd: (2018)

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

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

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

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

Addressing misspecification in contextual optimization
gan: Bennouna, Omar
Cyhoeddwyd: (2024)

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

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

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

Evaluating automatic model selection
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Evaluating Automatic Model Selection
gan: Doornik, J, et al.
Cyhoeddwyd: (2011)

Evaluating Automatic Model Selection.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Robust discovery of regression models
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

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

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

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

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

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

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

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

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

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

Selecting a model for forecasting
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

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

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

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

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

Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data
gan: Richard M. Golden, et al.
Cyhoeddwyd: (2019-09-01)

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

Generative modelling: addressing open problems in model misspecification and differential privacy
gan: Ghalebikesabi, S
Cyhoeddwyd: (2023)

The historical role of energy in UK inflation and productivity and implications for price inflation in 2022
gan: Castle, JL, et al.
Cyhoeddwyd: (2022)