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pro vyhledávání: '"Strachan, RW"'
Autor:
Chan, JCC, Strachan, RW
State space models play an important role in macroeconometric analysis and the Bayesian approach has been shown to have many advantages. This paper outlines recent developments in state space modelling applied to macroeconomics using Bayesian methods
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______363::d1b2efed3bf858c79dbf5fe33b3fe596
https://hdl.handle.net/10453/150097
https://hdl.handle.net/10453/150097
Autor:
Strachan, RW, van Dijk, Herman
Publikováno v:
International Economic Review, 54(1), 385-402. Wiley-Blackwell Publishing Ltd
The empirical support for features of a Dynamic Stochastic General Equilibrium model with two technology shocks is evaluated using Bayesian model averaging over vector autoregressions. The model features include equilibria, restrictions on long-run r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::6c392ac5871e2ac1a4aab99f445a8e80
https://pure.eur.nl/en/publications/c3a9109a-983c-4b07-aa9b-d04d31070c5d
https://pure.eur.nl/en/publications/c3a9109a-983c-4b07-aa9b-d04d31070c5d