Open AccessOnline Estimation of DSGE Models
Author(s) -
Michael Cai,
Marco Del Negro,
Edward Herbst,
Ethan Matlin,
Reca Sarfati,
Frank Schorfheide
Publication year - 2020
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2020.023
Subject(s) - dynamic stochastic general equilibrium , prior probability , benchmark (surveying) , computer science , variance (accounting) , econometrics , monte carlo method , parallel tempering , bayes estimator , bayesian probability , estimation , markov chain monte carlo , statistics , artificial intelligence , mathematics , economics , monetary policy , hybrid monte carlo , accounting , geodesy , monetary economics , geography , management
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