Bayesian estimation of DSGE models with Hamiltonian Monte Carlo
Year of publication: |
2020
|
---|---|
Authors: | Farkas, Mátyás ; Tatar, Balint |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) |
Subject: | DSGE Estimation | Bayesian Analysis | Hamiltonian Monte Carlo |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1728957516 [GVK] hdl:10419/223402 [Handle] RePEc:zbw:imfswp:144 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; E10 - General Aggregative Models. General |
Source: |
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