Bayesian estimation of DSGE models (Record no. 3510)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01676nam a22002057a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20221217122749.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 221217b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780691161082 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 339.5015 |
| Item number | HER |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Herbst, Edward P. |
| 245 ## - TITLE STATEMENT | |
| Title | Bayesian estimation of DSGE models |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Princeton University Press |
| Place of publication, distribution, etc. | New Jersey |
| Date of publication, distribution, etc. | 2016 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xix, 275 p. |
| 365 ## - TRADE PRICE | |
| Price type code | USD |
| Price amount | 49.50 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations.<br/><br/>Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Equilibrium (Economics) -- Mathematical models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bayesian statistical decision theory |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Schorfheide, Frank |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Total Renewals | Full call number | Accession Number | Checked out | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Public Policy & General Management | IN224 | 10-12-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 12/17/2022 | Bharatiya Sahitya Bhavana | 2691.57 | 6 | 1 | 339.5015 HER | 004097 | 10/12/2024 | 04/15/2024 | 04/15/2024 | 1 | 4093.65 | 12/17/2022 | Book |