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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Provider: Federal Reserve Bank of Philadelphia

Part of Series: Working Papers

Publication Date: 2020-09-15

Number: 20-35