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~isPartOf:"Working papers / Federal Reserve Bank of Atlanta"
~person:"Nagurney, Anna"
~person:"Schorfheide, Frank"
~person:"Shankar, Ravi"
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Nagurney, Anna
Schorfheide, Frank
Shankar, Ravi
Waggoner, Daniel F.
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Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)
Del Negro, Marco
(
contributor
); …
-
2006
-sample moments via the hyperparameter T∗. Once Γ∗ and T∗ have been determined, Markov
Chain
Monte Carlo techniques can be used to …
Persistent link: https://www.econbiz.de/10003730510
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2
Policy predictions if the model doesn't fit
Del Negro, Marco
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002583360
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