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Bayesian Analysis of DSGE models: A Panel Approach

This methodological paper in Bayesian econometrics applied to macroeconomic models, presents first the Bayesian estimation of DSGE models, then illustrates the e¤ects of the estimation for a panel of countries, assuming some homogeneity across coun- tries. Under some specifications, the results exhibit more preci- sion about parameters in a panel approach. The gain of precision is important using a panel of small samples of data.
Year of publication:
2008
Authors: Sadeq, Tareq
Institutions: Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
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application/pdf
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Type of publication: Book / Working Paper
Notes:
Number 08-03 63 pages
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Persistent link: https://www.econbiz.de/10010640897
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