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Bayesian Estimation of DSGE Models - The Econometric and Tinbergen Institutes Lectures Edward P. Herbst
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Bayesian Estimation of DSGE Models - The Econometric and Tinbergen Institutes Lectures
Edward P. Herbst
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
296 pages, 34 line illus. 23 tables.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2015. gada 29. decembris |
| ISBN13 | 9780691161082 |
| Izdevēji | Princeton University Press |
| Lapas | 296 |
| Izmēri | 140 × 217 × 25 mm · 474 g |
| Valoda | Angļu |
