Bayesian estimation of DSGE models / Edward P. Herbst and Frank Schorfheide.

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 i...

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Bibliographic Details

Online Access:	Full Text (via EBSCO)
Main Authors:	Herbst, Edward P., 1984- (Author), Schorfheide, Frank (Author)
Format:	eBook
Language:	English
Published:	Princeton : Princeton University Press, [2016]
Series:	Econometric and Tinbergen Institutes lectures.
Subjects:	Equilibrium (Economics) > Mathematical models. Bayesian statistical decision theory. Stochastic analysis. Econometrics.