• Medientyp: E-Book
  • Titel: Structural models for policy-making: coping with parametric uncertainty
  • Beteiligte: Eisenhauer, Philipp [Verfasser:in]; Gabler, Janos [Verfasser:in]; Janys, Lena [Verfasser:in]
  • Erschienen: Bonn: ECONtribute, April 2021
  • Erschienen in: ECONtribute discussion paper ; 82
  • Umfang: 1 Online-Ressource (circa 37 Seiten); Illustrationen
  • Sprache: Englisch
  • Identifikator:
  • Schlagwörter: Wirtschaftspolitik ; Makroökonometrie ; Strukturmodell ; Schätztheorie ; Risiko ; Entscheidung unter Unsicherheit ; Theorie ; Graue Literatur
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: The ex-ante evaluation of policies using structural econometric models is based on estimated parameters as a stand-in for the truth. This practice ignores uncertainty in the counterfactual policy predictions of the model. We develop a generic approach that deals with parametric uncertainty using uncertainty sets and frames model-informed policymaking as a decision problem under uncertainty. The seminal human capital investment model by Keane and Wolpin (1997) provides us with a well-known, influential, and empirically-grounded test case. We document considerable uncertainty in their policy predictions and highlight the resulting policy recommendations from using different formal rules on decision-making under uncertainty.
  • Zugangsstatus: Freier Zugang