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Dynamic prediction pools : an investigation of financial frictions and forecasting performance

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Bayesian estimation of state space models using moment conditions

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A new approach to Bayesian hypothesis testing

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Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)

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In Bayesian analysis of dynamic stochastic general equilibrium (DSGE) models, prior distributions for some of the taste-and-technology parameters can be obtained from microeconometric or presample evidence, but it is difficult to elicit priors for the parameters that govern the law of motion of...

Persistent link: https://www.econbiz.de/10014048541