Estimating a DSGE model for Japan in a data-rich environment
Year of publication: |
2015
|
---|---|
Authors: | Iiboshi, Hirokuni ; Matsumae, Tatsuyoshi ; Namba, Ryoichi ; Nishiyama, Shin-Ichi |
Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 36.2015, p. 25-55
|
Subject: | DSGE | Business cycle | Data-rich estimation | Measurement error | MCMC | Bayesian estimation | Japan | Dynamisches Gleichgewicht | Dynamic equilibrium | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Schätztheorie | Estimation theory | Konjunktur | Statistischer Fehler | Statistical error | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | VAR-Modell | VAR model | DSGE-Modell | DSGE model |
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