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| Title | Aggregation problem in DSGE model |
| Creator | 陳樹衡 Yang, Lian-Sheng Chen, Shu-Heng Chang, Chia-Ling Tseng, Yi-Heng |
| Contributor | 經濟系 |
| Key Words | Computer programming; Computer science; DSGE models; Estimation bias; Interactive agents; Network structures; Ising model |
| Date | 2015-12 |
| Date Issued | 10-Aug-2017 09:11:24 (UTC+8) |
| Summary | 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. |
| Relation | 2015 International Conference on Behavioral, Economic and Socio-Cultural Computing, BESC 2015, 123-129 |
| Type | conference |
| DOI | http://dx.doi.org/10.1109/BESC.2015.7365969 |
| dc.contributor | 經濟系 | zh_Tw |
| dc.creator (作者) | 陳樹衡 | zh_TW |
| dc.creator (作者) | Yang, Lian-Sheng | en_US |
| dc.creator (作者) | Chen, Shu-Heng | en_US |
| dc.creator (作者) | Chang, Chia-Ling | en_US |
| dc.creator (作者) | Tseng, Yi-Heng | en_US |
| dc.date (日期) | 2015-12 | en_US |
| dc.date.accessioned | 10-Aug-2017 09:11:24 (UTC+8) | - |
| dc.date.available | 10-Aug-2017 09:11:24 (UTC+8) | - |
| dc.date.issued (上傳時間) | 10-Aug-2017 09:11:24 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/111704 | - |
| dc.description.abstract (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. | en_US |
| dc.format.extent | 209 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | 2015 International Conference on Behavioral, Economic and Socio-Cultural Computing, BESC 2015, 123-129 | en_US |
| dc.subject (關鍵詞) | Computer programming; Computer science; DSGE models; Estimation bias; Interactive agents; Network structures; Ising model | en_US |
| dc.title (題名) | Aggregation problem in DSGE model | en_US |
| dc.type (資料類型) | conference | |
| dc.identifier.doi (DOI) | 10.1109/BESC.2015.7365969 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1109/BESC.2015.7365969 |