Bayesian local likelihood estimation of time-varying dsge models : allowing for indeterminacy
Jinshun Wu, Luyao Wu
| Year of publication: |
2024
|
|---|---|
| Authors: | Wu, Jinshun ; Wu, Luyao |
| Subject: | Bayesian local likelihood estimation | DSGE models | Indeterminacy | Time varying parameters | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | DSGE-Modell | DSGE model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10478-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144019