Comment on An and Schorfheide's Bayesian Analysis of DSGE Models

DOI10.1080/07474930701220212zbMath1193.62184OpenAlexW2086382236MaRDI QIDQ5292347

Tao Zha

Publication date: 20 June 2007

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930701220212

zbMATH Keywords

beliefsself-confirming equilibriumad hoc identificationB/W ratiooff-equilibrium paths

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Cites Work

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• Estimation of a covariance matrix using the reference prior
• Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
• Escaping Nash Inflation
• Parameterization and Bayesian Modeling

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