Bayesian Estimation of DSGE Models
Edward P. Herbst, Frank Schorfheide • Princeton University Press • ISBN-13 978‑0691161082
Bayesian Estimation of DSGE Models
Edward P. Herbst, Frank Schorfheide • Princeton University Press
ISBN-10: 0691161089 · ISBN-13: 978‑0691161082 · 2016
Live offer for this book: 19 live copies of this book from $40.79 (as of 2026-09-05).
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This technical volume provides a rigorous examination of the computational methods required for the Bayesian estimation of Dynamic Stochastic General Equilibrium (DSGE) models. Herbst and Schorfheide detail the implementation of Markov-chain Monte Carlo algorithms, offering a comprehensive framework for researchers to analyze macroeconomic data through the lens of modern statistical decision theory.
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