DSGE priors for BVAR models
Year of publication: |
2015
|
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Authors: | Filippeli, Thomai ; Theodoridis, Konstantinos |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 2, p. 627-656
|
Subject: | BVAR | DSGE | Marginal-likelihood evaluation | Predictive density evaluation | Quasi-Bayesian DSGE estimation | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schätztheorie | Estimation theory | DSGE-Modell | DSGE model |
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