Bayesian prior elicitation in DSGE models: Macro- vs micropriors

M. Lombardi; Giulio Nicoletti

doi:10.1016/j.jedc.2011.09.010

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Bayesian prior elicitation in DSGE models: Macro- vs micropriors

M. Lombardi Giulio Nicoletti

Year: 2011 Journal: Journal of Economic Dynamics and Control Vol: 36 (2)Pages: 294-313 Publisher: Elsevier BV

DOI: 10.1016/j.jedc.2011.09.010

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Keywords:

Dynamic stochastic general equilibrium Prior probability Bayesian probability Econometrics Macro Bayes estimator Prior information Impulse response Economics Computer science Mathematics Monetary policy Artificial intelligence Keynesian economics

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Monetary Policy and Economic Impact

Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance

Fiscal Policy and Economic Growth

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Market Dynamics and Volatility

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Bayesian prior elicitation in DSGE models: Macro- vs micropriors

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