A Bayesian approach to dynamic macroeconomics
DOI10.1016/S0304-4076(00)00019-1zbMATH Open0968.62083OpenAlexW1992365695WikidataQ127472188 ScholiaQ127472188MaRDI QIDQ1586547FDOQ1586547
Authors: David N. DeJong, Charles H. Whiteman, Beth Fisher Ingram 
Publication date: 17 September 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00019-1
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Bayesian inference (62F15) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Solving linear rational expectations models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Forecasting and conditional projection using realistic prior distributions
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Title not available (Why is that?)
- Time to Build and Aggregate Fluctuations: Some New Evidence
- Simulation estimation of time-series models
- Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
Cited In (27)
- Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
- Bayesian near-boundary analysis in basic macroeconomic time-series models☆
- Bayesian Analysis of DSGE Models
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- A model for monetary policy analysis for Sub-Saharan Africa
- Bayesian analysis of a dynamic stochastic model of labor supply and saving.
- Welfare effects of business cycles and monetary policies in a small open emerging economy
- Bayesian prior elicitation in DSGE models: macro- vs micropriors
- Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models
- Bayesian stochastic search for VAR model restrictions
- Comparing dynamic equilibrium models to data: a Bayesian approach
- A method for taking models to the data
- Methods to estimate dynamic stochastic general equilibrium models
- Bayesian inference of latent threshold models with application to Japanese macroeconomic data
- Bayesian modeling of economies and data requirements
- Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
- Testing a model of the UK by the method of indirect inference
- Evaluating the information matrix in linearized DSGE models
- Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model
- Mind your \(p\)s and \(q\)s! Improving ARMA forecasts with RBC priors
- Forecasting and conditional projection using realistic prior distributions
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray
- The effects of model parameter deviations on the variance of a linearly filtered time series
- Economic Growth and Revealed Social Preference
- Predictive ability with cointegrated variables
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