Bayesian Estimation of DSGE Models (The Econometric and Tinbergen Institutes Lectures)
by Edward P. Herbst, Frank Schorfheide
Bayesian Estimation of DSGE Models offers an advanced, lecture-based examination of Bayesian approaches to estimating dynamic stochastic general equilibrium models. Written by Edward P. Herbst and Frank Schorfheide, it connects econometric methods with macroeconomic modeling for readers interested in quantitative economic analysis.
About This Book
Bayesian Estimation of DSGE Models presents a focused study of Bayesian methods for dynamic stochastic general equilibrium models.
The book is associated with the Econometric and Tinbergen Institutes Lectures, placing it within an advanced academic and research-oriented context.
Its subject connects econometric estimation with modern macroeconomic modeling and quantitative analysis.
Written by Edward P. Herbst and Frank Schorfheide, this volume is intended for readers seeking a technical treatment of Bayesian DSGE model estimation.
Reviews
No reviews yet. Be the first to review this book!