Bayesian Analysis of DSGE Models
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- scientific article; zbMATH DE number 1350773 (Why is no real title available?)
- A Bayesian approach to dynamic macroeconomics
- A method for taking models to the data
- Accuracy in Simulations
- Accuracy of stochastic perturbation methods: The case of asset pricing models
- An introduction to modern Bayesian econometrics.
- Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
- Bayes Factors
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Comparing solution methods for dynamic equilibrium economies
- Contemporary Bayesian Econometrics and Statistics
- Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
- Econometric Model Determination
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models
- Euro-dollar real exchange rate dynamics in an estimated two-country model: an assessment
- Filtering via Simulation: Auxiliary Particle Filters
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
- Marginal Likelihood From the Metropolis–Hastings Output
- Maximum Likelihood Estimation of Misspecified Models
- Methods for applied macroeconomic research.
- Monte Carlo sampling methods using Markov chains and their applications
- Sampling and Bayes' Inference in Scientific Modelling and Robustness
- Solving dynamic equilibrium models by a method of undetermined coefficients
- Solving linear rational expectations models
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- The Solution of Linear Difference Models under Rational Expectations
- Time to Build and Aggregate Fluctuations
- Time to Build and Aggregate Fluctuations: Some New Evidence
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Using the generalized Schur form to solve a multivariate linear rational expectations model
Cited in
(only showing first 100 items - show all)- Stock market conditions and monetary policy in a DSGE model for the U.S.
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models
- Fear (no more) of floating: asset purchases and exchange rate dynamics
- The building blocks of inflation: the role of monetary policy and the gap between goods and services
- Pruned skewed Kalman filter and smoother with application to DSGE models
- Bayesian inference for nonlinear structural time series models
- Estimating dynamic equilibrium models using mixed frequency macro and financial data
- Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
- Efficient matrix approach for classical inference in state space models
- A survey of sequential Monte Carlo methods for economics and finance
- Calvo vs. Rotemberg in a trend inflation world: an empirical investigation
- Nontradable goods and the real exchange rate
- What drives Ireland's housing market? A Bayesian DSGE approach
- Second-order approximation of dynamic models with time-varying risk
- Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach
- Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
- Estimation with overidentifying inequality moment conditions
- Bayesian estimation of DSGE models
- Estimating DSGE models using seasonally adjusted and unadjusted data
- Introduction to the symposium on bubbles, multiple equilibria, and economic activities
- Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective
- Bayesian near-boundary analysis in basic macroeconomic time-series models☆
- Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
- A solution to the global identification problem in DSGE models
- Testing for weak identification in possibly nonlinear models
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- EMPIRICAL PROPERTIES OF CLOSED- AND OPEN-ECONOMY DSGE MODELS OF THE EURO AREA
- DSGE models with Student-t errors
- Quasi-Bayesian estimation of time-varying volatility in DSGE models
- Evaluating monetary policy under preferences with zero wealth effect: a Bayesian approach
- Consumer misperceptions, uncertain fundamentals, and the business cycle
- Uncertainty shocks and firm creation: search and monitoring in the credit market
- The relationship between DSGE and VAR models
- Global identification of linearized DSGE models
- Frictionless house-price momentum
- The implications of inflation in an estimated New Keynesian model
- Business cycle implications of rising household credit market participation in emerging countries
- Heteroscedastic Proxy Vector Autoregressions
- Factor analysis in a model with rational expectations
- Bayesian prior elicitation in DSGE models: macro- vs micropriors
- Bayesian Analysis of DSGE Models—Some Comments
- Bayesian Analysis of DSGE Models by S. An and F. Schorfheide
- Bayesian Analysis of DSGE Models—Rejoinder
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- Learning, monetary policy rules, and macroeconomic stability
- Episodes of war and peace in an estimated open economy model
- Striated Metropolis-Hastings sampler for high-dimensional models
- Yield curve in an estimated nonlinear macro model
- An estimated stochastic general equilibrium model with partial dollarization: a Bayesian approach
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- Cross-border banking flows spillovers in the eurozone: evidence from an estimated DSGE model
- Factor adjustment costs: a structural investigation
- Consistent variance of the Laplace-type estimators: application to DSGE models
- A Bayesian approach to optimal monetary policy with parameter and model uncertainty
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
- EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*
- Modeling U.S. inflation dynamics: a Bayesian nonparametric approach
- Refinements on macroeconomic modeling: the role of non-separability and heterogeneous labor supply
- Confronting model misspecification in macroeconomics
- DSGE models with observation-driven time-varying volatility
- Tractable likelihood-based estimation of nonlinear DSGE models
- Monetary policy, external instruments, and heteroskedasticity
- Quasi-Bayesian model selection
- Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Assessing DSGE model nonlinearities
- An application of hybrid MCMC and simulation smoother in estimating a DSGE model with measurement errors
- Comment
- Bayesian interference based only on simulated likelihood particle filter analysis of dynamic economic models
- Methods to estimate dynamic stochastic general equilibrium models
- On the statistical identification of DSGE models
- Comparing DSGE-VAR forecasting models: how big are the differences?
- Linear rational-expectations models with lagged expectations: a synthetic method
- Tailored randomized block MCMC methods with application to DSGE models
- Bayesian estimation of DSGE models: identification using a diagnostic indicator
- Fiscal news and macroeconomic volatility
- Comment on An and Schorfheide's Bayesian Analysis of DSGE Models
- Gauging the effects of fiscal stimulus packages in the Euro area
- Learning and time-varying macroeconomic volatility
- The marginal likelihood of dynamic mixture models
- DSGE pileups
- Monetary policy shocks: we got news!
- Imperfect information and the house price in a general-equilibrium model
- The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy
- Local projections, autocorrelation, and efficiency
- Dynamics of fiscal financing in the United States
- The diversity of forecasts from macroeconomic models of the US economy
- A naïve sticky information model of households' inflation expectations
- Business cycles through international shocks: a structural investigation
- Analysing DSGE models with global sensitivity analysis
- Collateral quality and house prices
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- On the stability of Calvo-style price-setting behavior
- Optimal inflation rates with the trending relative price of investment
- Penalized indirect inference
- The effects of public spending externalities
- Investment shocks and the comovement problem
- Strategic interactions in U.S. monetary and fiscal policies
- DSGE models in macroeconometrics: an introduction to the minimal econometric interpretation and its application
This page was built for publication: Bayesian Analysis of DSGE Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5292342)
