High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Siddhartha Chib, Minchul Shin, Fei Tan
| Year of publication: |
September 2020
|
|---|---|
| Authors: | Chib, Siddhartha ; Shin, Minchul ; Tan, Fei |
| Publisher: |
Philadelphia, PA : Research Department, Federal Reserve Bank of Philadelphia |
| Subject: | Bayesian inference; | MCMC; Metropolis-Hastings | Marginal likelihood | Tailoredproposal densities | Random blocks | Student-t shocks | Stochastic volatility | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | DSGE-Modell | DSGE model | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
freely available
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Federal Reserve Bank of Philadelphia, Research Department. - Philadelphia, Pa., ZDB-ID 2394742-1. - Vol. 20, 35 (September 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.21799/frbp.wp.2020.35 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012373015