Bayesian estimation of DSGE models /
Bayesian estimation of DSGE models /
/ Edward P. Herbst y Frank Schorfheide.
- New Jersey Estados Unidos : : Princeton University Press ,, 2016.
- xix ; 275 páginas : tablas, gráficos.
Incluye referencias bibliográficas (Páginas 257-270)
1. DSGE modeling.
2. Turning a DSGE model into a Bayesian Model.
3. A crash course a Bayesian inference.
4. Metropolis-Hasting algorithms for DSGE models.
5. Sequential Monte Carlo methods.
6. Three applications.
7. From linear to nonlinear DSGE models.
8. Particle filters.
9. Combining particle filters with MH samplers.
10. Combining particle filters with SMC samplers.
9780691161082
Economia --Modelos matemáticos
Econometría
Modelo Bayesiano
330.0151 / H538b
Incluye referencias bibliográficas (Páginas 257-270)
1. DSGE modeling.
2. Turning a DSGE model into a Bayesian Model.
3. A crash course a Bayesian inference.
4. Metropolis-Hasting algorithms for DSGE models.
5. Sequential Monte Carlo methods.
6. Three applications.
7. From linear to nonlinear DSGE models.
8. Particle filters.
9. Combining particle filters with MH samplers.
10. Combining particle filters with SMC samplers.
9780691161082
Economia --Modelos matemáticos
Econometría
Modelo Bayesiano
330.0151 / H538b