메뉴 건너뛰기




Volumn 26, Issue 2-4, 2007, Pages 205-210

Comment on an and Schorfheide's Bayesian analysis of DSGE models

Author keywords

Ad hoc identification; B W ratio; Beliefs; Off equilibrium paths; Self confirming equilibrium

Indexed keywords


EID: 34248171797     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930701220212     Document Type: Review
Times cited : (1)

References (11)
  • 2
    • 2442562228 scopus 로고    scopus 로고
    • Priors from general equilibrium models for VARs
    • Del Negro, M., Schorfheide, F. (2004). Priors from general equilibrium models for VARs. Internat. Econ. Rev. 45:643-673.
    • (2004) Internat. Econ. Rev , vol.45 , pp. 643-673
    • Del Negro, M.1    Schorfheide, F.2
  • 5
    • 0347604061 scopus 로고    scopus 로고
    • Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
    • Ni, S. X., Sun, D. (2003). Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models. Journal of Econometrics. 115:159-197.
    • (2003) Journal of Econometrics , vol.115 , pp. 159-197
    • Ni, S.X.1    Sun, D.2
  • 6
    • 33746633914 scopus 로고    scopus 로고
    • Why inflation rose and fell: Policymakers' beliefs and US postwar stabilization policy
    • Prirniceri, G. (2003). Why inflation rose and fell: Policymakers' beliefs and US postwar stabilization policy. Quarterly Journal of Economics 121:867-901.
    • (2003) Quarterly Journal of Economics , vol.121 , pp. 867-901
    • Prirniceri, G.1
  • 7
    • 33847678662 scopus 로고    scopus 로고
    • Shocks and government beliefs: The rise and fall of American inflation
    • Sargent, T. J., Williams, N., Zha, T. (2006). Shocks and government beliefs: The rise and fall of American inflation. The American Economic Review 96(4):1193-1224.
    • (2006) The American Economic Review , vol.96 , Issue.4 , pp. 1193-1224
    • Sargent, T.J.1    Williams, N.2    Zha, T.3
  • 8
    • 0347466670 scopus 로고    scopus 로고
    • Bayesian methods for dynamic multivariate models
    • Sims, C. A., Zha, T. (1998). Bayesian methods for dynamic multivariate models. International Economic Review 39(4):949-968.
    • (1998) International Economic Review , vol.39 , Issue.4 , pp. 949-968
    • Sims, C.A.1    Zha, T.2
  • 9
    • 33645747482 scopus 로고    scopus 로고
    • Were there regime switches in US monetary policy?
    • Sims, C. A., Zha, T. (2006). Were there regime switches in US monetary policy? The American Economic Review 96:54-81.
    • (2006) The American Economic Review , vol.96 , pp. 54-81
    • Sims, C.A.1    Zha, T.2
  • 10
    • 2442577869 scopus 로고    scopus 로고
    • Has the business cycles changed? Evidence and explanations. Monetary Policy and Uncertainty: Adapting to a changing economy
    • Jackson Hole, Wyoming, August 28-30
    • Stock, J. H., Watson, M. W. (2003). Has the business cycles changed? Evidence and explanations. Monetary Policy and Uncertainty: adapting to a changing economy, Federal Reserve Bank of Kansas City Symposium, Jackson Hole, Wyoming, August 28-30.
    • (2003) Federal Reserve Bank of Kansas City Symposium
    • Stock, J.H.1    Watson, M.W.2
  • 11
    • 21844496542 scopus 로고
    • Estimation of a covariance matrix using the reference prior
    • Yang, R., Berger, J. O. (1994). Estimation of a covariance matrix using the reference prior. Annals of Statistics 22:1195-1211.
    • (1994) Annals of Statistics , vol.22 , pp. 1195-1211
    • Yang, R.1    Berger, J.O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.