Bayesian Analysis of DSGE Models
This paper reviews Bayesian methods that have been developed in recent years to estimate and evaluate dynamic stochastic general equilibrium (DSGE) models. We consider the estimation of linearized DSGE models, the evaluation of models based on Bayesian model checking, posterior odds comparisons, and...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2007
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/362 https://ink.library.smu.edu.sg/context/soe_research/article/1361/viewcontent/auto_convert.pdf |
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| Institution: | Singapore Management University |
| Language: | English |