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    Author
    Filippeli, T (2)
    Theodoridis, K (2)Harrison, R (1)SubjectBVAR (2)
    DSGE (2)
    Quasi-Bayesian DSGE estimation (2)DSGE–VAR (1)Gibbs sampling (1)Marginal likelihood evaluation (1)Marginal-likelihood evaluation (1)Predictive density evaluation (1)Predictive likelihood evaluation (1)SVAR (1)... View MoreDate Issued2019 (1)2015 (1)
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    DSGE priors for BVAR models 

    Filippeli, T; Theodoridis, K (2015-03)
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    DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation 

    Filippeli, T; Harrison, R; Theodoridis, K (Elsevier/Science Direct, 2019-01-18)
    © 2019 EcoSta Econometrics and Statistics A new method for estimating Bayesian vector autoregression (VAR) models using priors from a dynamic stochastic general equilibrium (DSGE) model is presented. The DSGE model priors ...
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