Download This PaperHigh-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗
53 Pages Posted: 23 Sep 2020
Date Written: September, 2020
Abstract
No abstract available.
Keywords: Bayesian inference, MCMC, Metropolis-Hastings, Marginal likelihood, Tailored
JEL Classification: C11, C15, C32, E37, E63
Suggested Citation: Suggested Citation
Chib, Siddhartha and Shin, Minchul and Fei, Tan, High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗ (September, 2020). FRB of Philadelphia Working Paper No. 20-35, Available at SSRN: https://ssrn.com/abstract=3696731 or http://dx.doi.org/10.21799/frbp.wp.2020.35
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