Bayesian estimation of DSGE models /

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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 as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used i...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Herbst, Edward P., 1984- (Autor), Schorfheide, Frank (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, [2016]
Colección:Econometric and Tinbergen Institutes lectures.
Temas:
Equilibrium (Economics) > Mathematical models.
Bayesian statistical decision theory.
Stochastic analysis.
Econometrics.
Théorie de la décision bayésienne.
Analyse stochastique.
Économétrie.
BUSINESS & ECONOMICS > Economics > Macroeconomics.
POLITICAL SCIENCE > Economic Conditions.
BUSINESS & ECONOMICS > Econometrics.
Bayesian statistical decision theory
Econometrics
Equilibrium (Economics) > Mathematical models
Stochastic analysis
Stochastisches dynamisches System
Allgemeines Gleichgewichtsmodell
Bayes-Entscheidungstheorie
Markov-Ketten-Monte-Carlo-Verfahren
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