Bayesian Analysis of DSGE Models
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Cited in
(only showing first 100 items - show all)- Methods to estimate dynamic stochastic general equilibrium models
- A naïve sticky information model of households' inflation expectations
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- Factor adjustment costs: a structural investigation
- Cross-border banking flows spillovers in the eurozone: evidence from an estimated DSGE model
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- Monetary policy shocks: we got news!
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- Identification of DSGE models -- the effect of higher-order approximation and pruning
- An auxiliary particle filter for nonlinear dynamic equilibrium models
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- Business cycle implications of rising household credit market participation in emerging countries
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- Consistent variance of the Laplace-type estimators: application to DSGE models
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- An application of hybrid MCMC and simulation smoother in estimating a DSGE model with measurement errors
- Methods for inference in large multiple-equation Markov-switching models
- Testing the assumptions behind importance sampling
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- Bayesian interference based only on simulated likelihood particle filter analysis of dynamic economic models
- Gauging the effects of fiscal stimulus packages in the Euro area
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- The relationship between DSGE and VAR models
- Bayesian estimation of DSGE models
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- Bayesian prior elicitation in DSGE models: macro- vs micropriors
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- Strategic interactions in U.S. monetary and fiscal policies
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