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Bayesian estimation of DSGE models / (Record no. 421411)

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
Holdings
Lost status Not for loan Home library Current library Date acquired Source of acquisition Cost, normal purchase price Full call number Accession Number Koha item type
    ISI Library, Kolkata ISI Library, Kolkata 20/02/2017 424 3028.95 000SB:339.5 H538 137438 Books
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