9780691161082 - bayesian estimation of dsge models di herbst, edward p.; schorfheide, frank (26 risultati)
Lingua: Inglese
Editore: Princeton University Press, 2015
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Hardback. Condizione: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in t…he Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.
Lingua: Inglese
Editore: Princeton University Press, 2015
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Condizione: New. . 2015. Hardcover. . . . .
Lingua: Inglese
Editore: Princeton University Press, United States Of America, 2015
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardcover. Condizione: Very Good. Condizione sovraccoperta: Good. 1st Edition. Hardback: Very Good Condition. Dust Jacket: Good Condition. Pages Bright, Clean And Unmarked. Binding Tight And Secure. Clean Covers, Minimal Wear. Spine Creased At Top And Tail, Board Corners Bumped. Photograph Is Added By Selling Site And Not Ours,…Therefore May Not Reflect This Edition Or Condition. Please Contact Us For Pictures If Desired.
Lingua: Inglese
Editore: Princeton University Press, New Jersey, 2015
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardcover. Condizione: new. Hardcover. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniqu…es used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Princeton University Press, 2015
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardback. Condizione: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in t…he Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.
Lingua: Inglese
Editore: Princeton University Press 2016-01-26, 2016
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Condizione: New. pp. 248.
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Lingua: Inglese
Editore: KNV Besorgung, 2016
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Condizione: New. Über den AutorEdward P. Herbst & Frank SchorfheideKlappentextrnrnDynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academ.
Altre immaginiLingua: Inglese
Editore: Princeton University Press, US, 2015
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardback. Condizione: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in t…he Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.
Lingua: Inglese
Editore: Princeton University Press Dez 2015, 2015
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
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Buch. Condizione: Neu. Neuware - 'This book depicts valuable and revealing methods for solving, estimating, and analyzing a class of dynamic equilibrium models of the macroeconomy. It describes formally tractable techniques for the study of macroeconomic models that feature transition mechanisms for a large number of underlying…shocks. Both authors have played important roles in developing and applying these techniques. This is a terrific resource for how to use these methods in practice.'--Lars Peter Hansen, David Rockefeller Distinguished Service Professor of Economics, University of Chicago, and recipient of the Nobel Prize in economics.
Lingua: Inglese
Editore: Princeton University Press, New Jersey, 2015
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardcover. Condizione: new. Hardcover. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniqu…es used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: Princeton University Press, US, 2015
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardback. Condizione: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in t…he Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.
Lingua: Inglese
Editore: Princeton University Press, 2016
Serie: Libro 4 di 6 - The Econometric and Tinbergen Institutes Lectures
- Rilegato
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Buch. Condizione: Neu. Bayesian Estimation of DSGE Models | Edward P. Herbst (u. a.) | Buch | Einband - fest (Hardcover) | Englisch | 2016 | Princeton University Press | EAN 9780691161082 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
