Bayesian Estimation of DSGE Models

Author : Edward P. Herbst,Frank Schorfheide

Hardback

Published : Tuesday 29 December 2015

ISBN : 9780691161082

Price : €52.65

Description

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c

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