DSEG-Based Priors for BVARs and Quasi-Bayesian DSGE Estimation
Year of publication: |
2018
|
---|---|
Authors: | Filippeli, Thomai |
Other Persons: | Harrison, Richard (contributor) ; Theodoridis, Konstantinos (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Series: | Bank of England Working Paper ; No. 716 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3135895 [DOI] |
Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Filippeli, Thomai, (2014)
-
DSGE-based priors for BVARs & quasi-Bayesian DSGE estimation
Filippeli, Thomai, (2018)
-
Chapter 9. Solution and Estimation Methods for DSGE Models
Fernández-Villaverde, J., (2016)
- More ...
-
DSGE-based priors for BVARs & quasi-Bayesian DSGE estimation
Filippeli, Thomai, (2018)
-
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
Filippeli, Thomai, (2018)
-
DSGE-based priors for BVARs & quasi-Bayesian DSGE estimation
Filippeli, Thomai, (2018)
- More ...