Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (Q1621309): Difference between revisions

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Latest revision as of 07:00, 17 July 2024

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Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
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    Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models (English)
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    8 November 2018
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    Bayesian estimation
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    forecasting
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    Metropolis-Hastings
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    Markov chain Monte Carlo
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    marginal data density
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    factor augmented DSGE
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    Identifiers

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