Herbst edward p (21 resultados)

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Hardback. Condición: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. 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.…

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Condición: New. . 2015. Hardcover. . . . .

Hardcover. Condición: Very Good. Estado de la sobrecubierta: Good. 1st Edition. Hardback: Very Good Condition. Dust Jacket: Good Condition. Pages Bright, Clean And Unmarked. Binding Tight And Secure. Clean Covers, Minimal Wear. Spine Creased At Top And Tail, Board Corners Bumped. Photograph Is Added By Selling Site And Not Ours, Therefore May Not Reflect This Edition Or Condition. Please Contact Us For Pictures If Desired.…

Hardback. Condición: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. 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.…

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Condición: New. . 2015. Hardcover. . . . . Books ship from the US and Ireland.

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Hardback. Condición: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. 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.…

Condición: New. &Uumlber den AutorEdward P. Herbst & Frank SchorfheideKlappentextrnrnDynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academ.

Hardback. Condición: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. 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.…

paperback. Condición: New. Paperback. Pub Date: 2017-06-01 Pages: $number Language: Chinese publisher: Northeastern University of Finance and Economics press to solve. estimate and analyze the DSGE model of macroeconomics. the DSGE Classic translation Bundle Contemporary Financial Management Classics translation storehouse: Bayesian estimation of the DSGE model introduces the extremely valuable and highly enlightening party .…

Buch. Condición: Neu. Bayesian Estimation of DSGE Models | Edward P. Herbst (u. a.) | Buch | Einband - fest (Hardcover) | Englisch | 2016 | Princeton University Press | EAN 9780691161082 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…