Bayesian estimation of DSGE models

Herbst, Edward P

Bayesian estimation of DSGE models - Princeton : Princeton University Press, 2016 - xix, 275p. : 23cm.

Includes bibliographical references (pages 257-269) and index.

9780691161082


Equilibrium (Economics)--Mathematical models.
Bayesian statistical decision theory.
Stochastic analysis.
Econometrics.

HB145.H467 2016