Bayesian prior elicitation in DSGE models: macro- vs micropriors

DOI10.1016/J.JEDC.2011.09.010zbMATH Open1238.91117OpenAlexW3122572782MaRDI QIDQ413333FDOQ413333

Giulio Nicoletti, Marco J. Lombardi

Publication date: 4 May 2012

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/153723

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• Bayesian estimation of DSGE models
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zbMATH Keywords

Bayesian estimationprior distributionDSGE modelsimpulse response function

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Time series analysis by state space methods
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Bayesian Analysis of DSGE Models
• Sensitivity Analysis in Practice
• A Bayesian approach to dynamic macroeconomics

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