David Draper

University of California, Santa Cruz

1156 High St

Santa Cruz, CA 95064

United States

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Scholarly Papers (1)

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Estimating Dynamic Macroeconomic Models: How Informative are the Data?

FRB International Finance Discussion Paper No. 1175
Number of pages: 32 Posted: 03 Aug 2016
Daniel O. Beltran and David Draper
Federal Reserve Board and University of California, Santa Cruz
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Abstract:

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Bayesian estimation, Econometric modeling, Kalman filter, Likelihood, Local identifcation, Euro Area, MCMC, Policy-relevant parameters, Prior-versus-posterior comparison, Sensitivity analysis