| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP7178 |
| DP7178 Competitive IPOs | |
| Tim Jenkinson; Howard Jones | |
| 发表日期 | 2009-02-23 |
| 出版年 | 2009 |
| 语种 | 英语 |
| 摘要 | In this paper, I review the literature on the formulation and estimation of dynamic stochastic general equilibrium (DSGE) models with a special emphasis on Bayesian methods. First, I discuss the evolution of DSGE models over the last couple of decades. Second, I explain why the profession has decided to estimate these models using Bayesian methods. Third, I briefly introduce some of the techniques required to compute and estimate these models. Fourth, I illustrate the techniques under consideration by estimating a benchmark DSGE model with real and nominal rigidities. I conclude by offering some pointers for future research. |
| 主题 | International Macroeconomics |
| 关键词 | Bayesian methods Dsge models Likelihood estimation |
| URL | https://cepr.org/publications/dp7178 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/536015 |
| 推荐引用方式 GB/T 7714 | Tim Jenkinson,Howard Jones. DP7178 Competitive IPOs. 2009. |
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