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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10009238657
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 300-314
Persistent link: https://www.econbiz.de/10009785992
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
Persistent link: https://www.econbiz.de/10009231280
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10008933387
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On Identification of Bayesian DSGE Models
Koop, Gary - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10013126000
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On identification of Bayesian DSGE models
Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10009124238
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On Identification of Bayesian DSGE Models
Koop, Gary - 2011
In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...
Persistent link: https://www.econbiz.de/10013126923
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A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua; Koop, Gary; Potter, Simon M. - 2014
Persistent link: https://www.econbiz.de/10010244610
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A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
Chan, Joshua C. C. - 2014
In this paper, we develop a bivariate unobserved components model for inflation and unemployment. The unobserved … components are trend inflation and the non-accelerating inflation rate of unemployment (NAIRU). Our model also incorporates a … time-varying Phillips curve and time-varying inflation persistence. What sets this paper apart from the existing literature …
Persistent link: https://www.econbiz.de/10013060398
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A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua C. C.; Koop, Gary; Potter, Simon M. - 2012
Persistent link: https://www.econbiz.de/10009655705