Stochastic simulation of a DSGE model for Brazil

In this paper we investigate the Smets & Wouters (2003a) DSGE model for Brazil, through a numerical simulation based on the Dynare code (developed by Cepremap). Impulse Response functions are presented and a Bayesian estimation is also conducted from the prior distributions of the parameters.

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Year of publication:	2006-01
Authors:	Sin, Hui Lok ; Gaglianone, Wagner Piazza
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Bayesian estimation \| Dynare \| DSGE model

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	E00 - Macroeconomics and Monetary Economics. General ; C11 - Bayesian Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008619154