Bayesian prior elicitation in DSGE models: macro- vs micro-priors
Year of publication: |
2011
|
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Authors: | Lombardi, Marco J. ; Nicoletti, Giulio |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Bayesian estimation | DSGE Models | impulse response function | Prior Distribution |
Series: | ECB Working Paper ; 1289 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 653940289 [GVK] hdl:10419/153723 [Handle] RePEc:ecb:ecbwps:20111289 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C51 - Model Construction and Estimation ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
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Bayesian prior elicitation in DSGE models: Macro- vs micropriors
Lombardi, Marco J., (2012)
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Bayesian prior elicitation in DSGE models: Macro- vs micropriors
Lombardi, Marco, (2012)
-
Bayesian prior elicitation in DSGE models: macro- vs micro-priors
Lombardi, Marco J., (2011)
- More ...
-
Bayesian prior elicitation in DSGE models
Lombardi, Marco J., (2011)
-
Bayesian prior elicitation in DSGE models : macro- vs micro-priors
Lombardi, Marco, (2011)
-
Bayesian prior elicitation in DSGE models: Macro- vs micropriors
Lombardi, Marco, (2012)
- More ...