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Sinopsis
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.
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Reseña del editor
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.
Biografía del autor
My name is Milan Bouda. I finished studies of Econometrics and I was rewarded by Ph.D. at the University of Economics in Prague. My professional interest is mainly in Credit Risk & Banking. I worked for two high street banks in the Czech Republic. My current position in Bank of America is focused on Enterprise Analytics.
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- EditorialLAP LAMBERT Academic Publishing
- Año de publicación2015
- ISBN 10 3659691631
- ISBN 13 9783659691638
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas192
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Bayesian Estimation of DSGE Models
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LAP LAMBERT Academic Publishing Apr 2015, 2015
ISBN 10: 3659691631
ISBN 13: 9783659691638
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 192 pp. Englisch. Nº de ref. del artículo: 9783659691638
Cantidad disponible: 2 disponibles
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Bayesian Estimation of DSGE Models : with special focus on Housing sector
Publicado por
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659691631
ISBN 13: 9783659691638
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Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9783659691638
Cantidad disponible: 1 disponibles
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Bayesian Estimation of DSGE Models
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LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659691631
ISBN 13: 9783659691638
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Bouda MilanMy name is Milan Bouda. I finished studies of Econometrics and I was rewarded by Ph.D. at the University of Economics in Prague. My professional interest is mainly in Credit Risk & Banking. I worked for two high street ban. Nº de ref. del artículo: 22113716
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Bayesian Estimation of DSGE Models
Publicado por
LAP LAMBERT Academic Publishing Apr 2015, 2015
ISBN 10: 3659691631
ISBN 13: 9783659691638
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware -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.Books on Demand GmbH, Überseering 33, 22297 Hamburg 192 pp. Englisch. Nº de ref. del artículo: 9783659691638
Cantidad disponible: 2 disponibles
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Bayesian Estimation of DSGE Models: with special focus on Housing sector
Publicado por
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659691631
ISBN 13: 9783659691638
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Paperback. Condición: Brand New. 192 pages. 8.86x6.06x0.59 inches. In Stock. Nº de ref. del artículo: 3659691631
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