Browsing Faculté des arts et des sciences by Author "Abdelkader, Touhami"
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Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models
Abdelkader, Touhami; Dufour, Jean Marie (Université de Montréal. Département de sciences économiques., 1998)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 ... -
Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
Abdelkader, Touhami; Dufour, Jean Marie (Université de Montréal. Département de sciences économiques., 1997)We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type ...