Bayesian Analysis of DSGE Models

• 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

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...