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

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Sin, Hui Lok and Gaglianone, Wagner Piazza (2006): Stochastic simulation of a DSGE model for Brazil.
Classification:	E00 - Macroeconomics and Monetary Economics. General ; C11 - Bayesian Analysis
Source:	BASE

Persistent link: https://www.econbiz.de/10015220462