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Bayesian estimation of DSGE models [online] / Edward P. Herbst, Frank Schorfheide

Contributor(s): HERBST, Edward P | SCHORFHEIDE, Frank.
Material type: materialTypeLabelBookSeries: Publisher: Princeton : Princeton University Press, 2016Description: 1 resursă online (296 p.).ISBN: 9781400873739.Subject(s): | DE-Matematică | | cărți electronice | cărți străine | cărți achiziții | modele economico-matematice | statistică matematică | econometrieOnline resources: Acces la textul integral numai din contul de acces mobil.
Contents:
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
List(s) this item appears in: Titluri cărți electronice achiziționate prin Anelis Plus (De Gruyter)
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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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