Working Paper
High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗
Keywords: Bayesian inference; MCMC; Metropolis-Hastings; Marginal likelihood; Tailored;
JEL Classification: C11; C15; C32; E37; E63;
https://doi.org/10.21799/frbp.wp.2020.35
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File(s): File format is application/pdf https://www.philadelphiafed.org/-/media/frbp/assets/working-papers/2020/wp20-35.pdf
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Philadelphia
Part of Series: Working Papers
Publication Date: 2020-09-15
Number: 20-35
Pages: 53