Bayesian estimation of dsge models
Auteur :
Herbst, Edward P. / Schorfheide, Frank
Éditeur :
Princeton University Press
ISBN :
9780691161082
Date de publication :
29 déc. 2015
Dimensions :
21,6 x 14,0 cm
Poids :
454 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c