Comment
Author:
John Geweke a
| Affiliation: | a Departments of Economics and Statistics, University of Iowa, Iowa City, Iowa, USA |
DOI:
10.1080/07474930701220196
Publication Frequency:
6 issues per year
Formats available:
HTML
(English)
:
PDF
(English)
View Article:
View Article (PDF)
View Article (HTML)
Abstract
The article provides detailed and accurate illustrations of Bayesian analysis of DSGE models that are likely to be used increasingly in support of central bank policy making. These comments identify a dozen aspects of these methods, discussing how their application and improvement can contribute to effective support of policy.
|
| Keywords: Bayesian; DSGE models; Markov Chain Monte Carlo; Model selection |
| JEL Classification: C11; C32; C51; C52 |
| view references (5) |

Download Citation
CiteULike
Del.icio.us
BibSonomy
Connotea