Estimating dynamic macroeconomic models: how informative are the data?

DOI10.1111/RSSC.12238MaRDI QIDQ6641409zbMATH OpenFDO

Authors Daniel O. Beltran, David Draper

Publication date 20 November 2024

Published in Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSC.12238

zbMATH Keywords

Bayesian estimationeconometric modellingeuro areaKalman filterlikelihoodlocal identificationMarkov chain Monte Carlo samplingpolicy relevant parametersprior-\textit{versus}-posterior comparisonsensitivity analysis

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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