Simulation-based tests of forward-looking Models under VAR learning dynamics (JAE 2011)

From ReplicationWiki
Jump to: navigation, search
How revelant do you consider a replication of this study? You may discuss on the discussion page.


Nobody voted on this yet

 You need to enable JavaScript to vote


Here you find a ranking of the studies that are regarded most relevant to be replicated.

Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Luca Fanelli, Giulio Palomba Simulation-based tests of forward-looking Models under VAR learning dynamics JAE 2011 5 762–782 C12, C32, C52, D83, E10 Monte Carlo test, VAR, Adaptive learning, Cross-equation restrictions, Forward-looking model, New Keynesian Phillips curve, Simulation techniques

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online Vector autoregression (VAR) - - - -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1002/jae.1138 IDEAS: a/wly/japmet/v26y2011i5p762-782.html EconPapers: RePEc:wly:japmet:v:26:y:2011:i:5:p:762-782


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox