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  • Search: subject:"Hybrid MCMC algorithm"
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Bayesian analysis 1 DSGE models 1 Hybrid MCMC algorithm 1 Identification 1
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An, Sungbae 1 Schorfheide, Frank 1
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Bayesian Analysis of DSGE Models—Rejoinder
An, Sungbae; Schorfheide, Frank - In: Econometric Reviews 26 (2007) 2-4, pp. 211-219
We would like to thank all the discussants for their stimulating comments. While our article to a large extent reviews current practice of Bayesian analysis of Dynamic Stochastic General Equilibrium (DSGE) models the discussants provide many ideas to improve upon the current practice, thereby...
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