Bayesian prior elicitation in DSGE models: macro- vs micropriors

DOI10.1016/j.jedc.2011.09.010zbMath1238.91117OpenAlexW3122572782MaRDI QIDQ413333

Giulio Nicoletti, Marco J. Lombardi

Publication date: 4 May 2012

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

Full work available at URL: http://hdl.handle.net/10419/153723

zbMATH Keywords

Bayesian estimationprior distributionimpulse response functionDSGE models

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)

Cites Work

• Unnamed Item
• A Bayesian approach to dynamic macroeconomics
• Sensitivity Analysis in Practice
• Bayesian Analysis of DSGE Models
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants

This page was built for publication: Bayesian prior elicitation in DSGE models: macro- vs micropriors