IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Comment on An and Schorfheide's Bayesian Analysis of DSGE Models

  • Tao Zha
Registered author(s):

An and Schorfheide's article provides an excellent review of Bayesian estimation of DSGE models. Rather than recapitulating the points already made in this article, my comment focuses on three aspects. It proposes a convergence measure to take account of serial correlation of MCMC draws, explains why the DSGE-VAR framework for policy analysis can be improved by avoiding the ad hoc identification assumption, and discusses an alternative structural approach to model misspecification.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.tandfonline.com/doi/abs/10.1080/07474930701220212
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Article provided by Taylor & Francis Journals in its journal Econometric Reviews.

Volume (Year): 26 (2007)
Issue (Month): 2-4 ()
Pages: 205-210

as
in new window

Handle: RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:205-210
Contact details of provider: Web page: http://www.tandfonline.com/LECR20

Order Information: Web: http://www.tandfonline.com/pricing/journal/LECR20

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:205-210. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.