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Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs
Arias, Jonas E.; Fernández-Villaverde, Jesús; … - 2021
We present a general framework for Bayesian estimation and causality assessment in epidemiological models. The key to … distribution. We show how to use the posterior simulation outputs as inputs for exercises in causality assessment. We apply our …
Persistent link: https://www.econbiz.de/10012582040
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A bayesian approach to model-based clustering for panel probit models
Aßmann, Christian; Boysen-Hogrefe, Jens - 2009
latent heterogeneity for panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent … arise within the considered model setup and are directly at hand within Bayesian estimation via MCMC methodology. An …
Persistent link: https://www.econbiz.de/10010298828
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The directional identification problem in Bayesian factor analysis: An ex-post approach
Aßmann, Christian; Boysen-Hogrefe, Jens; Pape, Markus - 2012
estimates. For Bayesian estimation, these identifying assumptions are usually implemented by imposing constraints on certain …
Persistent link: https://www.econbiz.de/10010310637
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Bayesian procedures as a numerical tool for the estimation of dynamic discrete choice models
Haan, Peter; Kemptner, Daniel; Uhlendorff, Arne - 2012
apply Bayesian procedures as a numerical tool for the estimation of a female labor supply model based on a sample size which … Bayesian procedures can be a beneficial tool for the estimation of dynamic discrete choice models. …
Persistent link: https://www.econbiz.de/10010282308
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Fiscal calculus in a New Keynesian model with labor market frictions
Campolmi, Alessia; Faia, Ester; Winkler, Roland - 2011
calibrated model are also confirmed through Bayesian estimation. …
Persistent link: https://www.econbiz.de/10010322430
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Responses to monetary policy shocks in the east and the west of Europe: a comparison
Jarociński, Marek - 2008
the NMS, by using a Bayesian estimation that combines information across countries. The impulse responses in the NMS are …
Persistent link: https://www.econbiz.de/10011605016
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Aggregate hazard function in price-setting: A bayesian analysis using macro data
Yao, Fang - 2010
This paper presents an approach to identify aggregate price reset hazards from the joint dynamic behavior of inflation and macroeconomic aggregates. The identification is possible due to the fact that inflation is composed of current and past reset prices and that the composition depends on the...
Persistent link: https://www.econbiz.de/10010270709
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Real and nominal rigidities in price setting: A bayesian analysis using aggregate data
Yao, Fang - 2009
This paper uses the Bayesian approach to solve and estimate a New Keynesian model augmented by a generalized Phillips curve, in which the shape of the price reset hazards can be identi…ed using aggregate data. My empirical result shows that a constant hazard function is easily rejected by the...
Persistent link: https://www.econbiz.de/10010270713
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Comparing monetary policy rules in a small open economy framework: An empirical analysis using Bayesian techniques
Eschenhof, Sabine - 2009
This paper examines the role of exchange rate changes in the monetary policy for the Euro Area. Moreover, it compares different Taylor-type policy rules with respect to the numerical results as well as the impulse responses to exogenous shocks and the fit of the different data model...
Persistent link: https://www.econbiz.de/10010272252
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The role of sectoral shifts in the great moderation
Burren, Daniel - 2008
disaggregated only up to 10 sectors. Blanchard and Simon (2001) come to the same result. Using a new estimation method and more … this in order to get, for each observation period, an estimation of the covariance matrix of the sectoral growth rates …
Persistent link: https://www.econbiz.de/10010316043