Bayesian Analysis of DSGE Models (Q5292342): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3125823678
@@ Property / OpenAlex ID: W3125823678 / rank @@
+Normal rank
@@ Property / cites work @@
+Time to Build and Aggregate Fluctuations: Some New Evidence
+Normal rank
@@ Property / cites work @@
+Comparing solution methods for dynamic equilibrium economies
+Normal rank
@@ Property / cites work @@
+Econometric analysis of linearized singular dynamic stochastic general equilibrium models
+Normal rank
@@ Property / cites work @@
+The Solution of Linear Difference Models under Rational Expectations
+Normal rank
@@ Property / cites work @@
+Sampling and Bayes' Inference in Scientific Modelling and Robustness
+Normal rank
@@ Property / cites work @@
+Q3426058
@@ Property / cites work: Q3426058 / rank @@
+Normal rank
@@ Property / cites work @@
+Marginal Likelihood From the Metropolis–Hastings Output
+Normal rank
@@ Property / cites work @@
+Solving dynamic equilibrium models by a method of undetermined coefficients
+Normal rank
@@ Property / cites work @@
+Accuracy of stochastic perturbation methods: The case of asset pricing models
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
+Normal rank
@@ Property / cites work @@
+A Bayesian approach to dynamic macroeconomics
@@ Property / cites work: A Bayesian approach to dynamic macroeconomics / rank @@
+Normal rank
@@ Property / cites work @@
+Accuracy in Simulations
@@ Property / cites work: Accuracy in Simulations / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
+Normal rank
@@ Property / cites work @@
+Indirect inference and calibration of dynamic stochastic general equilibrium models
+Normal rank
@@ Property / cites work @@
+Comparing dynamic equilibrium models to data: a Bayesian approach
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Econometric Models Using Monte Carlo Integration
+Normal rank
@@ Property / cites work @@
+Using simulation methods for bayesian econometric models: inference, development,and communication
+Normal rank
@@ Property / cites work @@
+Contemporary Bayesian Econometrics and Statistics
@@ Property / cites work: Contemporary Bayesian Econometrics and Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+A method for taking models to the data
@@ Property / cites work: A method for taking models to the data / rank @@
+Normal rank
@@ Property / cites work @@
+Q4225048
@@ Property / cites work: Q4225048 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+Using the generalized Schur form to solve a multivariate linear rational expectations model
+Normal rank
@@ Property / cites work @@
+Time to Build and Aggregate Fluctuations
@@ Property / cites work: Time to Build and Aggregate Fluctuations / rank @@
+Normal rank
@@ Property / cites work @@
+Q5200700
@@ Property / cites work: Q5200700 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Model Determination
@@ Property / cites work: Econometric Model Determination / rank @@
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
+Normal rank
@@ Property / cites work @@
+Q4267796
@@ Property / cites work: Q4267796 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving linear rational expectations models
@@ Property / cites work: Solving linear rational expectations models / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank