High-Dimensional DSGE Models : Pointers on Prior, Estimation, Comparison, and Prediction∗
| Year of publication: |
2020
|
|---|---|
| Authors: | Chib, Siddhartha ; Shin, Minchul ; Fei, Tan |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | DSGE-Modell | DSGE model | Vergleich | Comparison |
| Extent: | 1 Online-Ressource (53 p) |
|---|---|
| Series: | FRB of Philadelphia Working Paper ; No. 20-35 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September, 2020 erstellt |
| Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; E37 - Forecasting and Simulation ; E63 - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014093585