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Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations

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  • Lennart F. Hoogerheide
  • Johan F. Kaashoek
  • Herman K. van Dijk

Abstract

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Suggested Citation

  • Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002. "Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations," Computing in Economics and Finance 2002 248, Society for Computational Economics.
  • Handle: RePEc:sce:scecf2:248
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    References listed on IDEAS

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    5. Jose Manuel Campa & Linda S. Goldberg, 2002. "Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?," NBER Working Papers 8934, National Bureau of Economic Research, Inc.
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    7. Andrew T.. Levin & Volker Wieland & John Williams, 1999. "Robustness of Simple Monetary Policy Rules under Model Uncertainty," NBER Chapters,in: Monetary Policy Rules, pages 263-318 National Bureau of Economic Research, Inc.
    8. Svensson, Lars-E-O, 2001. "The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 277-312, February.
    9. Coenen, Gunter & Wieland, Volker, 2005. "A small estimated euro area model with rational expectations and nominal rigidities," European Economic Review, Elsevier, vol. 49(5), pages 1081-1104, July.
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    More about this item

    Keywords

    Neural Networks; Gibbs Sampling; Importance Sampling;

    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

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