Store besparelser
Hurtig levering
Gemte
Log ind
0
Kurv
Bøger
Bestsellers
Kommer snart
Nyheder
Spil og hobby
Kurv
  1. Bog
  2. Økonomi
  3. Makroøkonomi

Bayesian Estimation of DSGE Models

Af: Frank Schorfheide, Edward P. Herbst Engelsk Hardback

Bayesian Estimation of DSGE Models

Af: Frank Schorfheide, Edward P. Herbst Engelsk Hardback
Tjek vores konkurrenters priser

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 covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations.

Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Vis mere
Tjek vores konkurrenters priser
Normalpris
kr 478
Fragt: 39 kr
6 - 8 hverdage
20 kr
Pakkegebyr
God 4 anmeldelser på
Tjek vores konkurrenters priser

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 covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations.

Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Vis mere
Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 296
ISBN-13: 9780691161082
Indbinding: Hardback
Udgave:
ISBN-10: 0691161089
Kategori: Makroøkonomi
Udg. Dato: 29 dec 2015
Længde: 25mm
Bredde: 140mm
Højde: 217mm
Forlag: Princeton University Press
Oplagsdato: 29 dec 2015
Forfatter(e): Frank Schorfheide, Edward P. Herbst
Forfatter(e) Frank Schorfheide, Edward P. Herbst

Kategori Makroøkonomi

ISBN-13 9780691161082

Sprog Engelsk

Indbinding Hardback

Sider 296

Udgave

Længde 25mm

Bredde 140mm

Højde 217mm

Udg. Dato 29 dec 2015

Oplagsdato 29 dec 2015

Forlag Princeton University Press