Book review of: E. P. Herbst and F. Schorfheide, Bayesian estimation of DSGE models

DOI10.1007/S00362-017-0934-4zbMATH Open1378.00032OpenAlexW2735757268MaRDI QIDQ1685232FDOQ1685232

Peter Hackl

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0934-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) External book reviews (00A17) Dynamic stochastic general equilibrium theory (91B51) Stochastic models in economics (91B70)

Cited In (1)

• Book Reviews

   Recommendations

• Bayesian Analysis of DSGE Models by S. An and F. Schorfheide 👍 👎
• Bayesian Analysis of DSGE Models—Rejoinder 👍 👎
• Book Reviews 👍 👎
• Comment on An and Schorfheide's Bayesian Analysis of DSGE Models 👍 👎
• Bayesian Estimation of DSGE Models 👍 👎
• Bayesian Analysis of DSGE Models 👍 👎
• Book review of: J. F. Geweke, Contemporary Bayesian econometrics and statistics 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: Book review of: E. P. Herbst and F. Schorfheide, Bayesian estimation of DSGE models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1685232)