Browsing MWP Working Papers by Subject "C51"

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Browsing MWP Working Papers by Subject "C51"

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    Title: Nested Models and Model Uncertainty  Author(s): KRIWOLUZKY, Alexander; STOLTENBERG, Christian A. Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Uncertainty about the appropriate choice among nested models is a central concern for optimal policy when policy prescriptions from those models differ. The standard procedure is to specify a prior over the parameter space ...
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    Title: Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models  Author(s): KRIWOLUZKY, Alexander Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
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    Title: Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models  Author(s): KRIWOLUZKY, Alexander Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: This paper shows how to identify the structural shocks of a Vector Autoregression (VAR) while simultaneously estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data-generating ...
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    Title: Nested Models and Model Uncertainty  Author(s): KRIWOLUZKY, Alexander; STOLTENBERG, Christian A. Date: 2009 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: Uncertainty about the appropriate choice among nested models is a central concern for optimal policy when policy prescriptions from those models differ. The standard procedure is to specify a prior over the parameter space ...