English, Article, Journal or magazine article edition: Moment estimation in Auerbach-Kotlikoff models: How well do they match the data? Alexander Ludwig

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Bookmark: http://trove.nla.gov.au/version/68613
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Moment estimation in Auerbach-Kotlikoff models: How well do they match the data?
Author
  • Alexander Ludwig
Physical Description
  • preprint
Notes
  • RePEc:xrs:meawpa:05093
  • Despite their widespread use for the analysis of economic questions, a formal and systematic calibration methodology has not yet been developed for Auerbach-Kotlikoff (Auerbach and Kotlikoff 1987) overlapping generations (AK-OLG) models. Calibration as estimation in macroeconomics involves choosing free parameters by matching moments of simulated models with those of the data. This paper maps this approach into the framework of AK-OLG models. The paper further evaluates the back-fitting properties of three different versions of a prototype AK-OLG model along a number of dimensions of mostly US data for the time period 1960-2003.
  • RePEc:mea:meawpa:05093
Language
  • English
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