DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation
Thomai Filippeli, Richard Harrison and Konstantinos Theodoridis
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Filippeli, Thomai ; Harrison, Richard ; Theodoridis, Konstantinos |
| Publisher: |
London : Bank of England |
| Subject: | BVAR | DSGE | DSGE-VAR | Gibbs sampling | marginal likelihood evaluation | predictive likelihood evaluation | quasi-Bayesian DSGE estimation | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | VAR-Modell | VAR model | DSGE-Modell | DSGE model | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling |
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