Open AccessConfidence Regions for Calibrated Parameters in Computable General Equilibrium Models
Author(s) -
Abdelkhalek,
Dufour
Publication year - 2006
Publication title -
annales d économie et de statistique
Language(s) - English
Resource type - Journals
eISSN - 2272-6497
pISSN - 0769-489X
DOI - 10.2307/20079137
Subject(s) - computable general equilibrium , confidence interval , mathematics , general equilibrium theory , econometrics , mathematical economics , statistics , economics , macroeconomics
We consider the problem of accessing the uncertainty of calibrated parameters in computable general equilibrium (CGE) models through the construction of confidence sets (or intervals) for these parameters. We study two different setups under which this can be done.
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