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  • Search: subject:"Reversible Jump Markov Chain Monte Carlo"
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Year of publication
Subject
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Reversible Jump Markov Chain Monte Carlo 8 ARMA 7 Bayesian analysis 5 Bayesian inference 5 Dynamic stochastic general equilibrium model 5 Model evaluation 5 Markov chain 4 Markov-Kette 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 reversible jump Markov chain Monte Carlo 4 Bayes-Statistik 3 Bayesian 3 Theorie 3 Theory 3 endogeneity 3 simultaneous equations 3 DSGE model 2 DSGE-Modell 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Growth Rates 2 Persistence 2 Real GDP per capita 2 Reversible jump Markov chain Monte Carlo 2 Schock 2 Shock 2 Stochastic process 2 Stochastischer Prozess 2 2014 Italian Tax Credit Reform 1 ARMA model 1 ARMA-Modell 1 Adaptive splines 1 Bayesian Model Averaging 1 Bayesian changepoint model 1 Bruttoinlandsprodukt 1 Capture 1 Einheitswurzeltest 1 Estimation 1 Free-knot spines 1
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Online availability
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Free 15
Type of publication
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Book / Working Paper 14 Article 1
Type of publication (narrower categories)
All
Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
All
English 13 Undetermined 2
Author
All
Neuhoff, Daniel 7 Meyer-Gohde, Alexander 5 Koop, Gary 3 Strachan, Rodney 3 Leon-Gonzalez, Roberto 2 Bonner, SJ 1 Centanni, Silvia 1 Gonzalez, Robert Leon 1 Held, Leonhard 1 Hofmann, Mathias 1 Höhle, Michael 1 Lucchetti, Riccardo 1 Minozzo, Marco 1 Nakajima, Jouchi 1 Pedini, Luca 1 Pigini, Claudia 1 Schmid, Volker 1 Schwarz, CJ 1 Thomson, DL 1 Watanabe, Toshiaki 1
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Institution
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Dipartimento di Scienze Economiche, Facoltà di Economia 1 Economics Department, University of Strathclyde 1 Institute of Economic Research, Hitotsubashi University 1 National Graduate Institute for Policy Studies (GRIPS) 1 Rimini Centre for Economic Analysis (RCEA) 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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SFB 649 Discussion Paper 2 SFB 649 discussion paper 2 Discussion Paper 1 GRIPS Discussion Papers 1 Global COE Hi-Stat Discussion Paper Series 1 IMFS Working Paper Series 1 Quaderno di ricerca 1 SFB 649 Discussion Papers 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 1 Working Papers / Economics Department, University of Strathclyde 1 Working paper series / Institute for Monetary and Financial Stability 1
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Source
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RePEc 6 ECONIS (ZBW) 4 EconStor 4 BASE 1
Showing 1 - 10 of 15
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Bayesian model averaging for propensity score matching in tax rebate
Lucchetti, Riccardo; Pedini, Luca; Pigini, Claudia - 2021
Persistent link: https://www.econbiz.de/10013330710
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Generalized exogenous processes in DSGE: A Bayesian approach
Meyer-Gohde, Alexander; Neuhoff, Daniel - 2018
, we contribute to the Bayesian DSGE literature by using Reversible Jump Markov Chain Monte Carlo (RJMCMC) to sample from …
Persistent link: https://www.econbiz.de/10011902326
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Generalized exogenous processes in DSGE : a Bayesian approach
Meyer-Gohde, Alexander; Neuhoff, Daniel - 2018 - This version: September 24, 2018
, we contribute to the Bayesian DSGE literature by using Reversible Jump Markov Chain Monte Carlo (RJMCMC) to sample from …
Persistent link: https://www.econbiz.de/10011901706
Saved in:
Cover Image
Generalized exogenous processes in DSGE: A Bayesian approach
Meyer-Gohde, Alexander; Neuhoff, Daniel - 2015
The Reversible Jump Markov Chain Monte Carlo (RJMCMC) method can enhance Bayesian DSGE estimation by sampling from a …
Persistent link: https://www.econbiz.de/10011335461
Saved in:
Cover Image
Dynamics of real per capita GDP
Neuhoff, Daniel - 2015
using Reversible Jump Markov Chain Monte Carlo, allowing me to account for model uncertainty when comparing the implied …
Persistent link: https://www.econbiz.de/10011380697
Saved in:
Cover Image
Generalized Exogenous Processes in DSGE: A Bayesian Approach
Meyer-Gohde, Alexander; Neuhoff, Daniel - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2015
The Reversible Jump Markov Chain Monte Carlo (RJMCMC) method can enhance Bayesian DSGE estimation by sampling from a …
Persistent link: https://www.econbiz.de/10011207678
Saved in:
Cover Image
Generalized exogenous processes in DSGE : a Bayesian approach
Meyer-Gohde, Alexander; Neuhoff, Daniel - 2015
The Reversible Jump Markov Chain Monte Carlo (RJMCMC) method can enhance Bayesian DSGE estimation by sampling from a …
Persistent link: https://www.econbiz.de/10010503919
Saved in:
Cover Image
Dynamics of real per capita GDP
Neuhoff, Daniel - 2015 - This Version: August 7, 2015
using Reversible Jump Markov Chain Monte Carlo, allowing me to account for model uncertainty when comparing the implied …
Persistent link: https://www.econbiz.de/10011309627
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Bayesian Model Averaging in the Instrumental Variable Regression Model*
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney - Economics Department, University of Strathclyde - 2011
develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is …
Persistent link: https://www.econbiz.de/10009644005
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Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy
Nakajima, Jouchi; Watanabe, Toshiaki - Institute of Economic Research, Hitotsubashi University - 2011
This paper applies the time-varying parameter vector autoregressive model to the Japanese economy. The both parameters and volatilities, which are assumed to follow a random-walk process, are estimated using a Bayesian method with MCMC. The recursive structure is assumed for identification and...
Persistent link: https://www.econbiz.de/10009209767
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