Bayesian estimation of DSGE models [online] / Edward P. Herbst, Frank Schorfheide
Contributor(s): HERBST, Edward P
| SCHORFHEIDE, Frank
.
Material type: 







Frontmatter Contents Figures Tables Series editors’ introduction Preface
Part I : Introduction to DSGE modeling and bayesian inference 1. DSGE modeling 2. Turning a DSGE model into a bayesian model 3. A crash course in bayesian inference
Part II : Estimation of linearized DSGE models 4. Metropolis-hastings algorithms for DSGE models 5. Sequential Monte Carlo methods 6. Three applications
Part III : Estimation of nonlinear DSGE models 7. From linear to nonlinear DSGE models 8. Particle filters 9. Combining particle filters with MH samplers 10. Combining particle filters with SMC samplers Appendix A : Model descriptions Appendix B : Data sources Bibliography Index
Achiziție prin proiectul Anelis Plus 2020.
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