Bayesian estimation of DSGE models

Bayesian estimation of DSGE models

Bibliographic Details
Main Authors: Herbst, Edward P. (Author), Schorfheide, Frank (Author)
Format: Book
Language:English
Published: Princeton Princeton University Press 2016.
Series:The Econometric and Tinbergen Institutes lectures
Subjects:
Equilibrium (Economics) > Mathematical models.
Bayesian statistical decision theory.
Stochastic analysis.