Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models
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- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
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Cited by:
- Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org.
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More about this item
Keywords
agent-based models; estimation; forecasting;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2019-11-04 (Computational Economics)
- NEP-ECM-2019-11-04 (Econometrics)
- NEP-FOR-2019-11-04 (Forecasting)
- NEP-HME-2019-11-04 (Heterodox Microeconomics)
- NEP-MAC-2019-11-04 (Macroeconomics)
- NEP-ORE-2019-11-04 (Operations Research)
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