Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices (Q4586400)
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scientific article; zbMATH DE number 6935905
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| English | Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices |
scientific article; zbMATH DE number 6935905 |
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Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices (English)
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13 September 2018
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Bayesian estimation
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stochastic steady state
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prior choice
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Sharpe ratio
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0.8388887643814087
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0.8007312417030334
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0.7721356153488159
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0.761269211769104
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0.7554708123207092
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