DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Year of publication: |
2023
|
---|---|
Authors: | Chib, Siddhartha ; Shin, Minchul ; Tan, Fei |
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 |
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