Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model
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KeywordsBusiness cycles; Economic models; Monetary policy; Regular and data-rich DSGE models; dynamic factor models; Bayesian estimation; inflation; real output; money demand; money balances; Bayesian Analysis; Multiple or Simultaneous Equation Models: Time-Series Models; Prices; Business Fluctuations; and Cycles: Forecasting and Simulation; Money And Interest Rates; Monetary Policy; Central Banking; And The Supply Of Money And Credit;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-15 (All new papers)
- NEP-CBA-2011-10-15 (Central Banking)
- NEP-DGE-2011-10-15 (Dynamic General Equilibrium)
- NEP-MAC-2011-10-15 (Macroeconomics)
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