Bayesian analysis of DSGE models - Rejoinder

Econometric Reviews

Volumn 26, Issue 2-4, 2007, Pages 211-219

  An, Sungbae ^a   Schorfheide, Frank ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Bayesian analysis; DSGE models; Hybrid MCMC algorithm; Identification

Indexed keywords

EID: 34248153833     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930701220246     Document Type: Article

References (2)

1. Lubik, T. A., Schorfheide, F. (2004). Testing for indeterminacy: an application to U.S. monetary policy. Amer. Econ. Rev. 94(1):190-217.
2. Poirier, D. (1998). Revising beliefs in nonidentified models. Econometric Theory 14(4):483-509.