methodology of constructing Dynamic Stochastic General Equilibrium (DSGE) consistent prior distributions for Bayesian Vector … Autoregressive (BVAR) models. The moments of the assumed Normal-Inverse Wishart (no conjugate) prior distribution of the VAR … Ravenna (2007) regarding structural VAR (SVAR) models and the normal prior density of the DSGE parameter vector. In line with …

proposes a methodology of constructing dynamic stochastic general equilibrium (DSGE) consistent prior distributions for … Bayesian vector autoregressive (BVAR) models. The moments of the assumed Normal–Inverse–Wishart (no conjugate) prior … (SVAR) models and the normal prior density of the DSGE parameter vector. In line with the results from previous studies …

This article suggests a new approach to approximating moments for nonlinear DSGE models. This approach is fast and … sufficiently accurate to estimate nonlinear DSGE models. A small financial DSGE model is repeatedly estimated by several …

This article suggests the new approach to an approximation of nonlinear DSGE models moments. This approach is fast and … accurate enough to use it for an estimation of nonlinear DSGE models. The small financial DSGE model is repeatedly estimated by …

This article suggests new approach to approximation of moments of nonlinear DSGE models. These approximations are fast … and accurate enough to use them for estimation of parameters of nonlinear DSGE models. A small financial DSGE model is …

have chosen so-called DSGE-models. Ministry of finances have chosen to continue using so-called Semi-Structural Models (SSM …) while international organisations such as the IMF and the OECD have “a suite of models” including both DSGE and SSM. Based … different modelling strategies. We propose that a DSGE-model for both forecast and policy analysis including a rich modelling of …

A New Keynesian DSGE model with non-Ricardian households is estimated and tested for the Portuguese economy The share …