Showing 1 - 3 of 3
Recession ; fundamental inflation ; DSGE models ; Bayesian estimation …
Persistent link: https://www.econbiz.de/10009744674
: estimation of parameters that are relevant for policy trade-offs and treatment of estimated deviations from the cross …
Persistent link: https://www.econbiz.de/10003781475
generalized tempering for "online" estimation, and provide examples of multimodal posteriors that are well captured by SMC methods …. We then use the online estimation of the DSGE model to compute pseudo-out-of-sample density forecasts of DSGE models with …
Persistent link: https://www.econbiz.de/10012038824