Matching theory and data: Bayesian vector autoregression and dynamic stochastic general equilibrium models
Year of publication: |
2008
|
---|---|
Authors: | Kriwoluzky, Alexander |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | VAR-Modell | Dynamisches Gleichgewicht | Bayes-Statistik | Schätztheorie | Theorie | Bayesian model estimation | vector autoregression | identification |
Series: | SFB 649 Discussion Paper ; 2008,060 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 584573693 [GVK] hdl:10419/25303 [Handle] |
Classification: | C51 - Model Construction and Estimation |
Source: |
-
Kriwoluzky, Alexander, (2008)
-
Bayesian Analysis of DSGE Models
An, Sungbae, (2019)
-
Bayesian Analysis of DSGE Models with Regime Switching
Eo, Yunjong, (2016)
- More ...
-
Toward a Taylor Rule for Fiscal Policy
Kliem, Martin, (2014)
-
Reconciling narrative monetary policy disturbances with structural VAR model shocks?
Kliem, Martin, (2013)
-
Currency Risk in Currency Unions
Kriwoluzky, Alexander, (2013)
- More ...