A Bayesian approach to dynamic macroeconomics
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Publication:1586547
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Cites work
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 3635349 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Forecasting and conditional projection using realistic prior distributions
- Large Sample Properties of Generalized Method of Moments Estimators
- Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
- Simulation estimation of time-series models
- Solving linear rational expectations models
- Time to Build and Aggregate Fluctuations: Some New Evidence
Cited in
(30)- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- The effects of model parameter deviations on the variance of a linearly filtered time series
- A method for taking models to the data
- Nelson-Plosser revisited: the ACF approach
- Bayesian Analysis of DSGE Models
- Evaluating the information matrix in linearized DSGE models
- Bayesian analysis of a dynamic stochastic model of labor supply and saving.
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Welfare effects of business cycles and monetary policies in a small open emerging economy
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models
- The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray
- Bayesian prior elicitation in DSGE models: macro- vs micropriors
- Methods to estimate dynamic stochastic general equilibrium models
- Bayesian modeling of economies and data requirements
- Bayesian stochastic search for VAR model restrictions
- Testing a model of the UK by the method of indirect inference
- Predictive ability with cointegrated variables
- Economic Growth and Revealed Social Preference
- Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
- Does inflation increase after a monetary policy tightening? Answers based on an estimated DSGE model
- Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption
- Are professional forecasters Bayesian?
- Forecasting and conditional projection using realistic prior distributions
- A model for monetary policy analysis for Sub-Saharan Africa
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market
- Bayesian near-boundary analysis in basic macroeconomic time-series models☆
- Mind your \(p\)s and \(q\)s! Improving ARMA forecasts with RBC priors
- Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system
- Bayesian inference of latent threshold models with application to Japanese macroeconomic data
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