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Bayesian Estimation of DSGE Models

Name: Bayesian Estimation of DSGE Models
Brand: Princeton University Press
SKU: 1903083
Author: Edward P. Herbst

Edward P. Herbst, Frank Schorfheide

Princeton University Press

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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques…

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