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A Comparison between Calibration and Bayesian Approach on a Real Business Cycle Model

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Author Info
Petre CARAIANI (Institute of Economic Prognosis, Academy of Romania)

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Abstract

In this paper I compare the calibration technique with the Bayesian approach in the context of econometric methods of estimating structural models. I use the real business cycles model to apply both techniques. The model is calibrated and estimated for Romanian economy using quarterly data. I compare then the results of the estimation in terms of second order moments.

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Publisher Info
Article provided by Asociatia Generala a Economistilor din Romania - AGER in its journal Theoretical and Applied Economics.

Volume (Year): 04(521)(supplement) (2008)
Issue (Month): 04(521)(supplement) (April)
Pages: 307-314
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Handle: RePEc:agr:journl:v:04(521)(supplement):y:2008:i:04(521)(supplement):p:307-314

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Related research
Keywords: estimation methods; Bayesian methods; business cycles.;

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This page was last updated on 2009-12-14.

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