Bayesian Estimation of DSGE Models
Edward P. Herbst, Frank Schorfheide
Princeton University Press, 2015
68,95 €On orderDelivery: 2-3 weeks
Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c
- ISBN-13
- 9780691161082
- ISBN-10
- 0691161089
- Publisher
- Princeton University Press
- Year
- 2015
- Publication date
- 2015-12-29
- Pages
- 296
- Dimensions
- 217x140x25
- Weight
- 474