Sequential Monte Carlo sampling for DSGE models
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- Edward Herbst & Frank Schorfheide, 2013. "Sequential Monte Carlo sampling for DSGE models," Finance and Economics Discussion Series 2013-43, Board of Governors of the Federal Reserve System (U.S.).
- Edward P. Herbst & Frank Schorfheide, 2013. "Sequential Monte Carlo Sampling for DSGE Models," NBER Working Papers 19152, National Bureau of Economic Research, Inc.
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More about this item
KeywordsBayesian statistical decision theory;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2012-12-15 (Computational Economics)
- NEP-DGE-2012-12-15 (Dynamic General Equilibrium)
- NEP-ECM-2012-12-15 (Econometrics)
- NEP-ORE-2012-12-15 (Operations Research)
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