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    题名: Aggregation problem in DSGE model
    作者: 陳樹衡
    Yang, Lian-Sheng
    Chen, Shu-Heng
    Chang, Chia-Ling
    Tseng, Yi-Heng
    贡献者: 經濟系
    关键词: Computer programming;Computer science;DSGE models;Estimation bias;Interactive agents;Network structures;Ising model
    日期: 2015-12
    上传时间: 2017-08-10 09:11:24 (UTC+8)
    摘要: The aim of this paper is investigating the estimation bias of the standard New Keynesian DSGE econometric procedure in an environment comprising heterogeneous and interactive agents. In this case, the standard New Keynesian DSGE econometric procedures may generate spurious evidence in aggregate equations. On simulating the Ising model and processing the standard New Keynesian DSGE econometric procedure with Dynare, dramatic estimation bias is found. Particularly, the IS puzzle is found in the Ising model with different network structures. © 2015 IEEE.
    關聯: 2015 International Conference on Behavioral, Economic and Socio-Cultural Computing, BESC 2015, 123-129
    数据类型: conference
    DOI 連結: http://dx.doi.org/10.1109/BESC.2015.7365969
    DOI: 10.1109/BESC.2015.7365969
    显示于类别:[經濟學系] 會議論文

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