Bayesian Analysis of DSGE Models

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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書目詳細資料
Main Authors:	An, Sungbae, Schorfheide, Frank
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2007
主題:	Bayesian analysis DSGE models Model evaluation Vector autoregressions Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/362 https://ink.library.smu.edu.sg/context/soe_research/article/1361/viewcontent/auto_convert.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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