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Bayesian Estimation of DSGE Models


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
Book is dedicated to Bayesian Estimation of DSGE Models. History of DSGE modeling is outlined as well as development of this scientific field in the Czech Republic and in the the world. Comprehensive DSGE framework describing econometric tools and methods is presented. Two empirical studies including Dynare codes are introduced. The first study describes derivation of the New Keynesian DSGE Model. Several Taylor rules are employed and their performance is assessed by Bayesian comparison method. The second study deals with development of Small Open Economy Model with Housing sector. Model is able to predict House prices and many other key macroeconomic variables. Furthermore, macro-prudential experiment is performed. It quantifies impact of Loan To Value ratio on economy. This experiment demonstrates strong experimental skill of DSGE models. Full model documentation allows to extend presented model and continue in research.
Product Specifications
SKU :COC5574
AuthorMilan Bouda
Number of Pages192
Publishing Year04/07/15
Book TypeEconomics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece (Paperback)
Product First Available On ClickOnCare.com2015-06-24 00:00:00