Matching theory and data: Bayesian vector autoregression and dynamic stochastic general equilibrium models
Year of publication: |
2008
|
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Authors: | Kriwoluzky, Alexander |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | VAR-Modell | Dynamisches Gleichgewicht | Bayes-Statistik | Schätztheorie | Theorie | Bayesian model estimation | vector autoregression | identification |
Series: | SFB 649 Discussion Paper ; 2008-060 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 584573693 [GVK] hdl:10419/25303 [Handle] RePEc:zbw:sfb649:sfb649dp2008-060 [RePEc] |
Classification: | C51 - Model Construction and Estimation |
Source: |
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Kriwoluzky, Alexander, (2008)
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