Nested Models and Model Uncertainty

DOI10.1111/SJOE.12134zbMath1397.91451OpenAlexW2171614114MaRDI QIDQ4683655

Alexander Kriwoluzky, Christian A. Stoltenberg

Publication date: 21 September 2018

Published in: The Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/12521

zbMATH Keywords

model uncertaintyoptimal monetary policyBayesian model estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

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