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Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices - MaRDI portal

Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices

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Publication:4586400

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DOI10.3982/QE396zbMath1396.91413OpenAlexW2337665493MaRDI QIDQ4586400

Martin Kliem, Harald F. Uhlig

Publication date: 13 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe396

zbMATH Keywords

Bayesian estimation Sharpe ratio stochastic steady state prior choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Dynamic stochastic general equilibrium theory (91B51)

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