Computational methods for Bayesian inference in macroeconomic models

Computational methods for Bayesian inference in macroeconomic models

The New Macroeconometrics may succinctly be described as the application of Bayesian analysis to the class of macroeconomic models called Dynamic Stochastic General Equilibrium (DSGE) models. A prominent local example from this research area is the development and estimation of the RAMSES model, the...

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Bibliographic Details
Main Author: Strid, Ingvar
Format: Doctoral Thesis
Language:English
Published: Handelshögskolan i Stockholm, Ekonomisk Statistik (ES) 2010
Subjects:
Macroeconomics
statistical methods
Prefetching
Parallel computing
DSGE models
Optimal acceptance rate
Markov chain Monte Carlo (MCMC)
Kalman filter
Bayesian estimation
Parallel particle filter
Fortran
Matlab
Economics
Nationalekonomi
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1118
http://nbn-resolving.de/urn:isbn:978-91-7258-839-4

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1118
http://nbn-resolving.de/urn:isbn:978-91-7258-839-4

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