Parallel Tempering for DSGE Estimation
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Keywords
Econometric and statistical methods; Economic models;JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
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This paper has been announced in the following NEP Reports:- NEP-DGE-2024-06-17 (Dynamic General Equilibrium)
- NEP-ECM-2024-06-17 (Econometrics)
- NEP-ETS-2024-06-17 (Econometric Time Series)
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