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Bayesian Estimation of DSGE Models
Language: en
Pages: 295
Authors: Edward P. Herbst
Categories: Business & Economics
Type: BOOK - Published: 2015-12-29 - Publisher: Princeton University Press

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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research a
Bayesian Estimation of DSGE Models
Language: en
Pages: 296
Authors: Edward P. Herbst
Categories: Business & Economics
Type: BOOK - Published: 2015-12-29 - Publisher: Princeton University Press

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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research a
Bayesian Estimation of DSGE Models
Language: en
Pages: 0
Authors: Pablo Guerron-Quintana
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2012 - Publisher:

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We survey Bayesian methods for estimating dynamic stochastic general equilibrium (DSGE) models in this article. We focus on New Keynesian (NK)DSGE models becaus
Bayesian Estimation of DSGE Models
Language: en
Pages:
Authors: Evren Caglar
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Koop, Pesaran and Smith (2011) suggest a simple diagnostic indicator for the Bayesian estimation of the parameters of a DSGE model. They show that, if a paramet
DSGE Models in Macroeconomics
Language: en
Pages: 480
Authors: Nathan Balke
Categories: Business & Economics
Type: BOOK - Published: 2012-11-29 - Publisher: Emerald Group Publishing

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This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE