Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/111704
DC Field | Value | Language |
---|---|---|
dc.contributor | 經濟系 | zh_Tw |
dc.creator | 陳樹衡 | zh_TW |
dc.creator | Yang, Lian-Sheng | en_US |
dc.creator | Chen, Shu-Heng | en_US |
dc.creator | Chang, Chia-Ling | en_US |
dc.creator | Tseng, Yi-Heng | en_US |
dc.date | 2015-12 | en_US |
dc.date.accessioned | 2017-08-10T01:11:24Z | - |
dc.date.available | 2017-08-10T01:11:24Z | - |
dc.date.issued | 2017-08-10T01:11:24Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/111704 | - |
dc.description.abstract | 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. | en_US |
dc.format.extent | 209 bytes | - |
dc.format.mimetype | text/html | - |
dc.relation | 2015 International Conference on Behavioral, Economic and Socio-Cultural Computing, BESC 2015, 123-129 | en_US |
dc.subject | Computer programming; Computer science; DSGE models; Estimation bias; Interactive agents; Network structures; Ising model | en_US |
dc.title | Aggregation problem in DSGE model | en_US |
dc.type | conference | |
dc.identifier.doi | 10.1109/BESC.2015.7365969 | |
dc.doi.uri | http://dx.doi.org/10.1109/BESC.2015.7365969 | |
item.fulltext | With Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | restricted | - |
item.openairetype | conference | - |
Appears in Collections: | 會議論文 |
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