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Tailored randomized block MCMC methods with application to DSGE models

Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10003965375

DSGE models with student-t errors

Chib, Siddhartha; Ramamurthy, Srikanth - In: Econometric reviews 33 (2014) 1/4, pp. 152-171

Persistent link: https://www.econbiz.de/10010358321

DSGE-SVt : An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors

Chib, Siddhartha - 2020

Presently there is growing interest in dynamic stochastic general equilibrium (DSGE) models that have more parameters, endogenous variables, exogenous shocks, and observables than the Smets and Wouters (2007) model, and substantial additional complexities from non-Gaussian distributions and the...

Persistent link: https://www.econbiz.de/10012822510

High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction

Chib, Siddhartha; Shin, Minchul; Tan, Fei - 2020

Persistent link: https://www.econbiz.de/10012373015

DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and t errors

Chib, Siddhartha; Shin, Minchul; Tan, Fei - 2021

Persistent link: https://www.econbiz.de/10012431677

High-Dimensional DSGE Models : Pointers on Prior, Estimation, Comparison, and Prediction∗

Chib, Siddhartha; Shin, Minchul; Fei, Tan - 2020

Persistent link: https://www.econbiz.de/10014093585

DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors

Chib, Siddhartha; Shin, Minchul; Tan, Fei - In: Computational economics 61 (2023) 1, pp. 69-111

Persistent link: https://www.econbiz.de/10014228405