Tailored randomized block MCMC methods with application to DSGE models
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Publication:2630161
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Cites work
- scientific article; zbMATH DE number 52652 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Analysis of multifactor affine yield curve models
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Bayesian Analysis of DSGE Models
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Contemporary Bayesian Econometrics and Statistics
- Gibbs Sampler Convergence Criteria
- Likelihood Inference for Discretely Observed Nonlinear Diffusions
- Likelihood analysis of non-Gaussian measurement time series
- Marginal Likelihood From the Metropolis–Hastings Output
- Marginal Likelihood from the Gibbs Output
- Methods for applied macroeconomic research.
- Methods for inference in large multiple-equation Markov-switching models
- Solving linear rational expectations models
- Solving linear rational expectations models: A horse race
- Structural macroeconomics
Cited in
(26)- Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
- The marginal likelihood of dynamic mixture models
- Fiscal news and macroeconomic volatility
- A multiple-try Metropolis-Hastings algorithm with tailored proposals
- Mutual volatility transmission between assets and trading places
- Bayesian estimation of generalized partition of unity copulas
- Decomposing the output gap with inflation learning
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models
- Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers
- DSGE pileups
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- A reconsideration of money growth rules
- Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
- Diffusive nested sampling
- Large stochastic volatility in mean VARs
- Bayesian Estimation and Comparison of Moment Condition Models
- Computing Bayes: from then `til now
- Bayesian analysis of the censored regression model with an AEPD error term
- Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter
- DSGE models with Student-\(t\) errors
- A time-varying parameter structural model of the UK economy
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
- Bayesian inference for Heston-STAR models
- Demand Models With Random Partitions
- The effects of monetary policy regime shifts on the term structure of interest rates
- Bayesian deconvolution of signals observed on arrays
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