MARC Record from marc_columbia

LEADER: 04670cam a2200781Ii 4500
001 11747688
005 20210226092454.0
006 m o d
007 cr mn|||||||||
008 151127t20162016nju ob 001 0 eng d
019 $a979728506$a992826676
020 $a9781400873739$q(electronic bk.)
020 $a1400873738$q(electronic bk.)
020 $z9780691161082$q(hardcover ;$qalk. paper)
020 $z0691161089$q(hardcover ;$qalk. paper)
024 7 $a10.1515/9781400873739$2doi
035 $a(OCoLC)ocn930489389
035 $a(NNC)11747688
035 $a(OCoLC)930489389$z(OCoLC)979728506$z(OCoLC)992826676
037 $a875715$bMIL
037 $a22573/ctt1dr3b7q$bJSTOR
040 $aIDEBK$beng$erda$epn$cIDEBK$dN$T$dOCLCO$dOCLCF$dOCLCO$dCDX$dZCU$dOSU$dOCLCO$dOCLCQ$dOCLCO$dDEBSZ$dJSTOR$dOCLCO$dCUS$dDEBBG$dOTZ$dOCLCQ$dIOG$dNJR$dYDX$dOCLCO$dDEGRU$dOCLCQ$dEZ9$dOCLCQ
050 4 $aHB145$b.H467 2016
072 7 $aBUS$x039000$2bisacsh
072 7 $aPOL$x023000$2bisacsh
072 7 $aBUS021000$2bisacsh
072 7 $aBUS069000$2bisacsh
072 7 $aBUS061000$2bisacsh
072 7 $aBUS069030$2bisacsh
082 04 $a339.501/519542$223
084 $aQH 237$2rvk
084 $aQH 233$2rvk
084 $aQH 239$2rvk
100 1 $aHerbst, Edward P.,$d1984-$eauthor.
245 10 $aBayesian estimation of DSGE models /$cEdward P. Herbst and Frank Schorfheide.
264 1 $aPrinceton :$bPrinceton University Press,$c[2016]
264 4 $c©2016
300 $a1 online resource (xix, 275 pages).
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
490 1 $aThe Econometric and Tinbergen Institutes lectures
504 $aIncludes bibliographical references (pages 257-269) and index.
505 0 $aIntroduction to DSGE modeling and Bayesian inference -- DSGE modeling -- Turning a DSGE model into a Bayesian Model -- A crash course in Bayesian inference -- Estimation of linearized DSGE models -- Metropolis-Hasting algorithms for DSGE models -- Sequential Monte Carlo methods -- Three applications -- Estimation of nonlinear DSGE models -- From linear to nonlinear DSGE models -- Particle filters -- Combining particle filters with MH samplers -- Combining particle filters with SMC samplers.
588 0 $aPrint version record.
520 $aDynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations.--$cProvided by publisher.
546 $aIn English.
650 0 $aEquilibrium (Economics)$xMathematical models.
650 0 $aBayesian statistical decision theory.
650 0 $aStochastic analysis.
650 0 $aEconometrics.
650 7 $aBUSINESS & ECONOMICS$xEconomics$xMacroeconomics.$2bisacsh
650 7 $aPOLITICAL SCIENCE$xEconomic Conditions.$2bisacsh
650 7 $aBUSINESS & ECONOMICS$xEconometrics.$2bisacsh
650 7 $aBayesian statistical decision theory.$2fast$0(OCoLC)fst00829019
650 7 $aEconometrics.$2fast$0(OCoLC)fst00901574
650 7 $aEquilibrium (Economics)$xMathematical models.$2fast$0(OCoLC)fst00914550
650 7 $aStochastic analysis.$2fast$0(OCoLC)fst01133499
650 7 $aStochastisches dynamisches System$2gnd
650 7 $aAllgemeines Gleichgewichtsmodell$2gnd
650 7 $aBayes-Entscheidungstheorie$2gnd
650 7 $aMarkov-Ketten-Monte-Carlo-Verfahren$2gnd
655 4 $aElectronic books.
700 1 $aSchorfheide, Frank,$eauthor.
776 08 $iPrint version:$aHerbst, Edward P., 1984-$tBayesian estimation of DSGE models.$dPrinceton : Princeton University Press, [2016]$z9780691161082$w(DLC) 2015023799$w(OCoLC)934585068
830 0 $aEconometric and Tinbergen Institutes lectures.
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio11747688$zAll EBSCO eBooks
852 8 $blweb$hEBOOKS