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The simultaneous-equations model revisited : Statistical adequacy and identification

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Cited by:

  1. Bagliano, Fabio C. & Favero, Carlo A., 1998. "Measuring monetary policy with VAR models: An evaluation," European Economic Review, Elsevier, vol. 42(6), pages 1069-1112, June.
  2. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
  3. Cicinelli, Claudio & Cossio, Andrea & Nucci, Francesco & Ricchi, Ottavio & Tegami, Cristian, 2010. "The Italian Treasury Econometric Model (ITEM)," Economic Modelling, Elsevier, vol. 27(1), pages 125-133, January.
  4. McGuirk, Anya M. & Driscoll, Paul J. & Alwang, Jeffrey Roger & Huang, Huilin, 1995. "System Misspecification Testing And Structural Change In The Demand For Meats," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(01), pages 1-21, July.
  5. Karanassou, Marika & Sala, Hector, 2010. "The US inflation-unemployment trade-off revisited: New evidence for policy-making," Journal of Policy Modeling, Elsevier, vol. 32(6), pages 758-777, November.
  6. Aris Spanos, 2006. "Revisiting the omitted variables argument: Substantive vs. statistical adequacy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 179-218.
  7. Aris Spanos, 2009. "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, vol. 25, pages 165-213.
  8. Aris Spanos, 2022. "Statistical modeling and inference in the era of Data Science and Graphical Causal modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1251-1287, December.
  9. Moritz Cruz & Armando Sánchez‐Vargas, 2022. "Government spending and the exchange rate: Exploring this relationship in Mexico using a cointegrated system of equations," Review of Development Economics, Wiley Blackwell, vol. 26(1), pages 587-605, February.
  10. Spanos, Aris, 1995. "On theory testing in econometrics : Modeling with nonexperimental data," Journal of Econometrics, Elsevier, vol. 67(1), pages 189-226, May.
  11. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers CWP21/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. Niraj Poudyal & Aris Spanos, 2022. "Model Validation and DSGE Modeling," Econometrics, MDPI, vol. 10(2), pages 1-25, April.
  13. Leu, Shawn Chen-Yu, 2011. "A New Keynesian SVAR model of the Australian economy," Economic Modelling, Elsevier, vol. 28(1), pages 157-168.
  14. Urbain, Jean-Pierre, 1995. "Partial versus full system modelling of cointegrated systems an empirical illustration," Journal of Econometrics, Elsevier, vol. 69(1), pages 177-210, September.
  15. Aris Spanos, 2018. "Mis†Specification Testing In Retrospect," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 541-577, April.
  16. Pu Chen & Joachim Frohn, 2006. "On the specification and estimation of large scale simultaneous structural macroeconometric models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 9-25, March.
  17. Chen Pu & Flaschel Peter, 2006. "Measuring the Interaction of Wage and Price Phillips Curves for the U.S. Economy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-35, December.
  18. Marchionatti, Roberto & Sella, Lisa, 2015. "Is Neo-Walrasian Macroeconomics a Dead End?," CESMEP Working Papers 201502, University of Turin.
  19. Spanos, Aris, 2009. "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
  20. Karanassou, Marika & Sala, Hector, 2009. "The US Inflation-Unemployment Tradeoff: Methodological Issues and Further Evidence," IZA Discussion Papers 4252, Institute of Labor Economics (IZA).
  21. Spanos, Aris, 1989. "On Rereading Haavelmo: A Retrospective View of Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 5(3), pages 405-429, December.
  22. Andre Jungmittag & Paul J.J. Welfens, 2004. "Politikberatung und empirische Wirtschaftsforschung: Entwicklungen, Probleme, Optionen für mehr Rationalität in der Wirtschaftspolitik," EIIW Discussion paper disbei121, Universitätsbibliothek Wuppertal, University Library.
  23. Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
  24. Karanassou, Marika & Sala, Hector, 2009. "The US Inflation-Unemployment Tradeoff: Methodological Issues and Further Evidence," IZA Discussion Papers 4252, Institute of Labor Economics (IZA).
  25. Leu, Shawn, 2004. "A New Keynesian Perspective of Monetary Policy Implementation in Austr alia," Working Papers 1, University of Sydney, School of Economics.
  26. Shawn Chen-Yu Leu, 2006. "A New Keynesian Perspective of Monetary Policy in Australia," Working Papers 2006.01, School of Economics, La Trobe University.
  27. Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-2, Central Bank of Cyprus.
  28. Gulzar Khan & Ather Maqsood Ahmed, 2020. "Understanding Business Cycle Fluctuations in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 59(1), pages 1-28.
  29. de Regt, E.R., 2004. "Hourly wages and working time in the Dutch market sector 1962-1995," Research Memorandum 028, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  30. Boswijk, H. Peter, 1995. "Efficient inference on cointegration parameters in structural error correction models," Journal of Econometrics, Elsevier, vol. 69(1), pages 133-158, September.
  31. Owen, P. Dorian, 2018. "Replication to assess statistical adequacy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-16.
  32. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
  33. Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian, 2016. "Simultaneity of Crime Incidence in Mindanao," MPRA Paper 72648, University Library of Munich, Germany, revised 20 Jul 2016.
  34. Fabio DI DIO & Barbara ANNICCHIARICO & Francesco FELICI & Francesco NUCCI, 2010. "Macroeconomic Modelling and Policy Implications: an Assessment for Italy using ITEM and QUEST," EcoMod2010 259600045, EcoMod.
  35. Jaime Ortiz, 1999. "The role of interest groups in agricultural policy design: Chile 1960-1988," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(2), pages 241-258.
  36. Spanos, Aris, 2008. "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers 2008-25, Kiel Institute for the World Economy (IfW Kiel).
  37. Spanos, Aris, 2010. "Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information," Economic Modelling, Elsevier, vol. 27(6), pages 1436-1452, November.
  38. Ortiz, Jaime, 2000. "Welfare implications on Chilean agriculture as a result of collective action," Food Policy, Elsevier, vol. 25(2), pages 169-188, April.
  39. Wilson Corrêa & Sidney Caetano, 2013. "Monetary policy and transmission mechanism in Brazil: an empirical model," Empirical Economics, Springer, vol. 45(1), pages 115-135, August.
  40. Erik de Regt, 2009. "Hourly wages and working time in the Dutch market sector 1962-1995," Applied Economics, Taylor & Francis Journals, vol. 41(6), pages 765-778.
  41. Spanos, Aris, 2010. "Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification," Journal of Econometrics, Elsevier, vol. 158(2), pages 204-220, October.
  42. Aris Spanos, 2022. "Frequentist Model-based Statistical Induction and the Replication Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 133-159, September.
  43. Barbara Annicchiarico & Fabio Di Dio & Francesco Felici & Francesco Nucci, "undated". "Macroeconomic Modelling and the Effects of Policy Reforms: an Assessment for Italy using ITEM and," Working Papers 1, Department of the Treasury, Ministry of the Economy and of Finance.
  44. R. D. Rossiter, 1998. "Identifying credit and liquidity effects using a rank condition," Applied Financial Economics, Taylor & Francis Journals, vol. 8(5), pages 469-475.
  45. Aris Spanos, 2016. "Transforming structural econometrics: substantive vs. statistical premises of inference," Review of Political Economy, Taylor & Francis Journals, vol. 28(3), pages 426-437, July.
  46. Raffaella Giacomini, 2013. "The relationship between DSGE and VAR models," CeMMAP working papers 21/13, Institute for Fiscal Studies.
  47. Chiarini, Bruno & Piselli, Paolo, 2000. "Unemployment, Wage Pressure and Sectoral Shifts: Permanent and Temporary Consequences of Intersectoral Shocks," Journal of Policy Modeling, Elsevier, vol. 22(7), pages 777-799, December.
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