MARC details
000 -LEADER |
fixed length control field |
02407cam a2200289 i 4500 |
001 - CONTROL NUMBER |
control field |
137438 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
ISI Library, Kolkata |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20170308122853.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
150622s2016 nju b 001 0 eng |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780691161082 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
ISI Library |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
000SB:339.5 |
Edition number |
23 |
Item number |
H538 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Herbst, Edward P., |
Relator term |
author |
245 10 - TITLE STATEMENT |
Title |
Bayesian estimation of DSGE models / |
Statement of responsibility, etc |
Edward P. Herbst and Frank Schorfheide. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
Princeton : |
Name of publisher, distributor, etc |
Princeton University Press, |
Date of publication, distribution, etc |
©2016. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xix, 275 pages : |
Other physical details |
illustrations ; |
Dimensions |
23 cm. |
490 0# - SERIES STATEMENT |
Series statement |
The Econometric and Tinbergen Institutes lectures |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references and index. |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
I Introduction to DSGE modeling and Bayesian inference. <br/>1. DSGE modeling --<br/>2. Turning a DSGE model into a Bayesian model --<br/>3. A crash course in Bayesian inference --<br/>II Estimation of linearized DSGE models. <br/>4. Metropolis-Hastings algorithms for DSGE models --<br/>5. Sequential Monte Carlo methods --<br/>6. Three applications --<br/>III Estimation of nonlinear DSGE models. <br/>7. From linear to nonlinear DSGE models --<br/>8. Particle filters --<br/>9. Combining particle filters with MH samplers --<br/>10. Combining particle filters with SMC samplers --<br/> Appendix. <br/>A. Model descriptions --<br/>B. Data sources. |
520 ## - SUMMARY, ETC. |
Summary, etc |
This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Equilibrium (Economics) |
General subdivision |
Mathematical models. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Bayesian statistical decision theory. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Stochastic analysis. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Econometrics. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Schorfheide, Frank, |
Relator term |
author |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Books |