Business & Economics Books:

Bayesian Estimation of DSGE Models

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Description

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c

Author Biography:

Edward P. Herbst is an economist in the Division of Research and Statistics at the Federal Reserve Board. Frank Schorfheide is Professor of Economics at the University of Pennsylvania and research associate at the National Bureau of Economic Research. He also is a fellow of the Penn Institute for Economic Research, a visiting scholar at the Federal Reserve Banks of Philadelphia and New York, and a coeditor of Quantitative Economics. For more, see edherbst.net and sites.sas.upenn.edu/schorf.
Release date Australia
December 29th, 2015
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Illustrations
34 line illus. 23 tables.
Pages
296
Dimensions
140x216x28
ISBN-13
9780691161082
Product ID
23069768

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