Bayesian estimation of DSGE models: identification using a diagnostic indicator

DOI10.1016/j.jedc.2018.08.005zbMath1402.91573OpenAlexW2889366354WikidataQ129317730 ScholiaQ129317730MaRDI QIDQ1624117

Jagjit S. Chadha, Katsuyuki Shibayama

Publication date: 15 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/69281/1/CS_Sept2018.pdf

zbMATH Keywords

identificationBayesian estimationdynamic stochastic general equilibrium models

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Uses Software

• Gensys

Cites Work

• Solving linear rational expectations models
• Dynamic Identification of Dynamic Stochastic General Equilibrium Models

This page was built for publication: Bayesian estimation of DSGE models: identification using a diagnostic indicator