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The Efficient Estimation of Econometric Models with Rational Expectations
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- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Comparing different data descriptors in Indirect Inference tests on DSGE models,"
Economics Letters, Elsevier, vol. 145(C), pages 157-161.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers 11816, C.E.P.R. Discussion Papers.
- Minford, Lucy & Meenagh, David, 2019. "Testing a model of UK growth: A role for R&D subsidies," Economic Modelling, Elsevier, vol. 82(C), pages 152-167.
- Skold, Karl Durwood, 1989. "The integration of alternative information systems: an application to the Hogs and Pigs report," ISU General Staff Papers 1989010108000010239, Iowa State University, Department of Economics.
- Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010.
"Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference,"
Open Economies Review, Springer, vol. 21(1), pages 23-44, February.
- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," CEPR Discussion Papers 7385, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009. "Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," Cardiff Economics Working Papers E2009/3, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2009.
- Adrian Pagan, 1986.
"Two Stage and Related Estimators and Their Applications,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 517-538.
- Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
- Nijman, T.E. & Steel, M.F.J., 1988.
"Exclusion restrictions in instrumental variables equations,"
Research Memorandum
FEW 327, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Steel, M.F.J., 1990. "Exclusion restrictions in instrumental variables equations," Other publications TiSEM 2fc5f516-97b7-404e-9571-e, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Steel, M.F.J., 1988. "Exclusion restrictions in instrumental variables equations," Other publications TiSEM 16c4ea87-a70c-46c6-aa6b-4, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Steel, M.F.J., 1990. "Exclusion restrictions in instrumental variables equations," Other publications TiSEM 8ed5ddd9-9da8-4725-b4fa-c, Tilburg University, School of Economics and Management.
- Burton, Diana M. & Love, H. Alan, 1996.
"A Review of Alternative Expectations Regimes in Commodity Markets: Specification, Estimation, and Hypothesis Testing Using Structural Models,"
Agricultural and Resource Economics Review, Cambridge University Press, vol. 25(2), pages 213-231, October.
- Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), pages 1-19, October.
- Minford, Patrick & Ou, Zhirong, 2013.
"Taylor Rule or optimal timeless policy? Reconsidering the Fed's behavior since 1982,"
Economic Modelling, Elsevier, vol. 32(C), pages 113-123.
- Minford, Patrick & Ou, Zhirong, 2009. "Taylor Rule or Optimal Timeless Policy? Reconsidering the Fed's behaviour since 1982," Cardiff Economics Working Papers E2009/19, Cardiff University, Cardiff Business School, Economics Section, revised May 2010.
- Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014.
"Banking and the Macroeconomy in China: A Banking Crisis Deferred?,"
Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
- Minford, Patrick & Matthews, Kent & Meenagh, David & Le, Vo Phuong Mai & Xiao, Zhiguo, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," CEPR Discussion Papers 9422, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Cardiff Economics Working Papers E2013/5, Cardiff University, Cardiff Business School, Economics Section.
- Liu, Chunping & Minford, Patrick, 2014.
"Comparing behavioural and rational expectations for the US post-war economy,"
Economic Modelling, Elsevier, vol. 43(C), pages 407-415.
- Minford, Patrick & Liu, Chunping, 2012. "Comparing behavioural and rational expectations for the US post-war economy," CEPR Discussion Papers 9132, C.E.P.R. Discussion Papers.
- Liu, Chunping & Minford, Patrick, 2012. "Comparing behavioural and rational expectations for the US post-war economy," Cardiff Economics Working Papers E2012/21, Cardiff University, Cardiff Business School, Economics Section.
- Chunping Liu Author name: Patrick Minford, 2013. "Comparing Behavioural and Rational Expectations for the US Post-War Economy," NBS Discussion Papers in Economics 2013/02, Economics, Nottingham Business School, Nottingham Trent University.
- Jenyu Chou & Yifei Cao & Patrick Minford, 2023.
"Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 530-542, April.
- Chou, Jenyu & Cao, Yifei & Minford, Patrick, 2022. "Evaluation and Indirect Inference Estimation of Inattentive Features in a New Keynesian Framework," Cardiff Economics Working Papers E2022/2, Cardiff University, Cardiff Business School, Economics Section.
- Péter Benczúr & Cosmin L. Ilut, 2016.
"Evidence for Relational Contracts in Sovereign Bank Lending,"
Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404.
- Péter Benczúr & Cosmin L. Ilut, 2016. "Evidence For Relational Contracts In Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404, April.
- Cosmin Ilut & Peter Benczur, 2010. "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers 91, Society for Economic Dynamics.
- Peter Benczur & Cosmin L. Ilut, 2014. "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers 20391, National Bureau of Economic Research, Inc.
- Lucy Minford & David Meenagh, 2020.
"Supply-Side Policy and Economic Growth: A Case Study of the UK,"
Open Economies Review, Springer, vol. 31(1), pages 159-193, February.
- Minford, Lucy & Meenagh, David, 2018. "Supply-side policy and economic growth: A case study of the UK," Cardiff Economics Working Papers E2018/10, Cardiff University, Cardiff Business School, Economics Section.
- Fanelli, Luca, 2012.
"Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models,"
Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
- Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2016.
"Monetarism rides again? US monetary policy in a world of Quantitative Easing,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 85-102.
- Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2014. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," CEPR Discussion Papers 10250, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2014. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," Cardiff Economics Working Papers E2014/22, Cardiff University, Cardiff Business School, Economics Section.
- Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April.
- Riccardo Fiorentini, 1991. "Ex ante purchasing power parity: An empirical note," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 127(2), pages 343-355, June.
- Davies, Richard & Haldane, Andrew G. & Nielsen, Mette & Pezzini, Silvia, 2014. "Measuring the costs of short-termism," Journal of Financial Stability, Elsevier, vol. 12(C), pages 16-25.
- Amman, Hans M. & Kendrick, David A., 2003.
"Mitigation of the Lucas critique with stochastic control methods,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2035-2057.
- Amman, Hans M. & Kendrick, David A., 2003. "Mitigation of the Lucas critique with stochastic control methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2035-2057, September.
- Hans Amman & David Kendrick, 2000. "Mitigation Of The Lucas Critique With Stochastic Control Methods," Computing in Economics and Finance 2000 182, Society for Computational Economics.
- Marjan Nikolov, 2007. "Measuring Openness Of The Capital Market In Macedonia," Journal Articles, Center For Economic Analyses, pages 4-18, June.
- Meijdam, A.C. & Plasmans, J.E.J., 1986.
"Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables,"
Other publications TiSEM
c54e24f3-d734-4a30-97e4-9, Tilburg University, School of Economics and Management.
- Meijdam, A.C. & Plasmans, J.E.J., 1986. "Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables," Research Memorandum FEW 223, Tilburg University, School of Economics and Management.
- M Suresh Babu, 2007. "Economic Reforms And Entry Barriers In Indian Manufacturing," Working Papers id:978, eSocialSciences.
- Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018.
"The role of energy prices in the Great Recession — A two-sector model with unfiltered data,"
Energy Economics, Elsevier, vol. 71(C), pages 14-34.
- Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018. "The Role of Energy Prices in the Great Recession - A Two-Sector Model with Unfiltered Data," Cardiff Economics Working Papers E2018/13, Cardiff University, Cardiff Business School, Economics Section.
- García, Jaume & Jiménez-Martín, Sergi, 1998. "Claim, offer and information in wage bargaining," UC3M Working papers. Economics 4138, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Cepii & Cepremap, 2001. "MARMOTTE : a Multinational Model," Working Papers 2001-15, CEPII research center.
- Patrick Minford & Zhirong Ou & Zheyi Zhu, 2021.
"Can a small New Keynesian model of the world economy with risk‐pooling match the facts?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1993-2021, April.
- Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019. "Can a small New Keynesian model of the world economy with risk-pooling match the facts?," Cardiff Economics Working Papers E2019/10, Cardiff University, Cardiff Business School, Economics Section.
- Bonomo, Marco Antonio Cesar & Brito, Ricardo D., 2002.
"Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 56(4), October.
- Marco Antonio Bonomo & Ricardo D. Brito, 2001. "Regras Monetárias e Dinâmica Macroeconômica no Brasil: Uma Abordagem de Expectativas Racionais," Working Papers Series 28, Central Bank of Brazil, Research Department.
- Bonomo, Marco Antônio Cesar & Brito, Ricardo D., 2001. "Regras monetárias e dinâmica macroeconômica no Brasil: uma abordagem de expectativas racionais," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 410, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Bonomo, M. A. & Brito, R.D., 2001. "Regras Monetárias e Dinâmica Macroeconomica no Brasil: uma abordagem de expectativas racionais," Insper Working Papers wpe_11, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, October.
- Razzaque Bhatti & Imad Moosa, 1994. "A new approach to testing ex ante purchasing power parity," Applied Economics Letters, Taylor & Francis Journals, vol. 1(9), pages 148-151.
- Ms. Liliana Rojas-Suárez & Mr. Donald J Mathieson & Mr. Michael P. Dooley, 1996.
"Capital Mobility and Exchange Market Intervention in Developing Countries,"
IMF Working Papers
1996/131, International Monetary Fund.
- Michael P. Dooley & Donald J. Mathieson & Liliana Rojas-Suarez, 1997. "Capital Mobility and Exchange Market Intervention in Developing Countries," NBER Working Papers 6247, National Bureau of Economic Research, Inc.
- Minford, Patrick & Wickens, Michael R. & Davidson, James & Meenagh, David, 2010.
"Why crises happen - nonstationary macroeconomics,"
CEPR Discussion Papers
8157, C.E.P.R. Discussion Papers.
- Davidson, James & Meenagh, David & Minford, Patrick & Wickens, Michael, 2010. "Why crises happen - nonstationary macroeconomics," Cardiff Economics Working Papers E2010/13, Cardiff University, Cardiff Business School, Economics Section.
- Olayinka Oyekola, 2022. "How Resilient Is the U.S. Economy to Foreign Disturbances?," Mathematics, MDPI, vol. 10(9), pages 1-33, April.
- Stéphanie Guichard & Jean-Pierre Laffargue, 2001.
"Comparaison de la formation des salaires dans un panel de pays industrialisés,"
Économie et Prévision, Programme National Persée, vol. 147(1), pages 37-49.
- Stéphanie Guichard & Jean-Pierre Laffargue, 2001. "Comparaison de la formation des salaires dans un panel de pays industrialisés," Economie & Prévision, La Documentation Française, vol. 147(1), pages 37-49.
- David Meenagh & Patrick Minford, 2012. "Non Stationary Shocks, Crises and Policy," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 191-224.
- Hunter, John & Wu, Feng, 2014. "Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies," Economic Modelling, Elsevier, vol. 36(C), pages 557-565.
- Zoltán Schepp & József Ulbert & Ákos Tóth-Pajor, 2020. "The Effect of Investor Short-Termism on the Capital Demand of European Listed Firms," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(2), pages 88-106.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011.
"How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008. "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference," Cardiff Economics Working Papers E2008/32, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2011.
- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers 7537, C.E.P.R. Discussion Papers.
- Fanelli, Luca, 2002. "A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 117-139, January.
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- Liu, Chunping & Minford, Patrick, 2014.
"How important is the credit channel? An empirical study of the US banking crisis,"
Journal of Banking & Finance, Elsevier, vol. 41(C), pages 119-134.
- Minford, Patrick & Liu, Chunping, 2012. "How important is the credit channel? An empirical study of the US banking crisis," CEPR Discussion Papers 9142, C.E.P.R. Discussion Papers.
- Liu, Chunping & Minford, Patrick, 2012. "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers E2012/22, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2013.
- M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers 493, UCLA Department of Economics.
- Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2016.
"The role of fiscal policy in Britain's Great Inflation,"
Economic Modelling, Elsevier, vol. 58(C), pages 203-218.
- Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2014. "The role of Fiscal policy in Britain s Great Inflation," Cardiff Economics Working Papers E2014/20, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Ou, Zhirong & Fan, Jingwen, 2014. "The role of fiscal policy in Britain's Great Inflation," CEPR Discussion Papers 10240, C.E.P.R. Discussion Papers.
- Patrick Minford & Zhirong Ou & Michael Wickens, 2015.
"Revisiting the Great Moderation: Policy or Luck?,"
Open Economies Review, Springer, vol. 26(2), pages 197-223, April.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael, 2012. "Revisiting the Great Moderation: policy or luck?," Cardiff Economics Working Papers E2012/9, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2014.
- Charemza, Wojciech & Makarova, Svetlana & Prytula, Yaroslav & Raskina, Julia & Vymyatnina, Yulia, 2009. "A small forward-looking inter-country model (Belarus, Russia and Ukraine)," Economic Modelling, Elsevier, vol. 26(6), pages 1172-1183, November.
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"Can a real business cycle model without price and wage stickiness explain UK real exchange rate behaviour?,"
Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1131-1150, October.
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- Vo Phuong Mai Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2021. "China’s market economy, shadow banking and the frequency of growth slowdown," Manchester School, University of Manchester, vol. 89(5), pages 420-444, September.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015. "China s financial crisis the role of banks and monetary policy," Cardiff Economics Working Papers E2015/1, Cardiff University, Cardiff Business School, Economics Section.
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"Small sample performance of indirect inference on DSGE models,"
Cardiff Economics Working Papers
E2015/2, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015. "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers 10382, C.E.P.R. Discussion Papers.
- Marjan Nikolov, 2011. "Openness Of The Capital Market In Macedonia," Journal Articles, Center For Economic Analyses, pages 43-52, December.
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