DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Siddhartha Chib, Minchul Shin, Fei Tan
| Year of publication: |
2023
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|---|---|
| Authors: | Chib, Siddhartha ; Shin, Minchul ; Tan, Fei |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 1, p. 69-111
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| Subject: | Bayesian inference | DSGE models | Marginal likelihood | Random blocks | Stochastic volatility | Student-t shocks | Tailored proposal densities | Bayes-Statistik | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Volatilität | Volatility | Induktive Statistik | Statistical inference | Statistische Verteilung | Statistical distribution | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10200-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228405