Identification of prior information via moment-matching
Year of publication: |
2014
|
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Authors: | Sacht, Stephen |
Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
Subject: | Bayesian estimation | moment-matching estimation | mombay estimation | New-Keynesian model | micropriors | macropriors |
Extent: | application/pdf |
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Series: | Economics Working Papers. - ISSN 2193-2476. |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-04 |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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Identification of prior information via moment-matching
Sacht, Stephen, (2014)
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Identification of prior information via moment-matching
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