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Bayesian estimation of DSGE models
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| 자료유형 | 단행본 |
|---|---|
| 서명/저자사항 | Bayesian estimation of DSGE models/ Edward P. Herbst and Frank Schorfheide. |
| 개인저자 | Herbst, Edward P.,1984- author. Schorfheide, Frank,author, |
| 발행사항 | Princeton: Princeton University Press, [2016]. |
| 형태사항 | 1 online resource (xix, 275 pages). |
| 총서사항 | The Econometric and Tinbergen Institutes lectures |
| 기타형태 저록 | Print version: Herbst, Edward P., 1984- Bayesian estimation of DSGE models. Princeton : Princeton University Press, [2016] 9780691161082 |
| ISBN | 9781400873739 1400873738 |
| 서지주기 | Includes bibliographical references (pages 257-269) and index. |
| 내용주기 | Introduction to DSGE modeling and Bayesian inference -- DSGE modeling -- Turning a DSGE model into a Bayesian Model -- A crash course in Bayesian inference -- Estimation of linearized DSGE models -- Metropolis-Hasting algorithms for DSGE models -- Sequential Monte Carlo methods -- Three applications -- Estimation of nonlinear DSGE models -- From linear to nonlinear DSGE models -- Particle filters -- Combining particle filters with MH samplers -- Combining particle filters with SMC samplers. |
| 일반주제명 | Equilibrium (Economics) --Mathematical models. Bayesian statistical decision theory. Stochastic analysis. Econometrics. BUSINESS & ECONOMICS --Economics --Macroeconomics. POLITICAL SCIENCE --Economic Conditions. Bayesian statistical decision theory. Econometrics. Equilibrium (Economics) --Mathematical models. Stochastic analysis. BUSINESS & ECONOMICS / Econometrics |
| 언어 | 영어 |
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