Estimating a DSGE model for Japan in a data-rich environment
Hirokuni Iiboshi; Tatsuyoshi Matsumae; Ryoichi Namba; Shin-Ichi Nishiyama
| Year of publication: |
2015
|
|---|---|
| Authors: | Iiboshi, Hirokuni ; Matsumae, Tatsuyoshi ; Namba, Ryoichi ; Nishiyama, Shin-Ichi |
| Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 36.2015, p. 25-55
|
| Subject: | DSGE | Business cycle | Data-rich estimation | Measurement error | MCMC | Bayesian estimation | Japan | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | DSGE-Modell | DSGE model | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Konjunktur | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011380592