A Bayesian Approach to Dynamic Models in Macroeconomics (notice n° 468510)
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| fixed length control field | 01358cam a2200205 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121053555.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Adjemian, Stéphane |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | A Bayesian Approach to Dynamic Models in Macroeconomics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2008.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 6 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Our article describes the Bayesian approach to the most highly regarded dynamic models in macroeconomics: DSGE (dynamic stochastic general-equilibrium) models and VAR (vector autoregressive) models. We present the main concepts in Bayesian analysis and show how to apply them to VAR models.We then explore the specific features of the Bayesian approach to DSGE models. Unlike VAR models, DSGE models cannot provide an analytical expression of the posterioi distribution. To overcome this difficulty we must resort to Monte-Carlo methods, whose main features we describe.Lastly, to underscore how sterile the VAR/DSGE opposition is, we describe a recent approach that combines the best aspects of both models. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | VAR models |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Bayesian econometrics |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | DSGE models |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Pelgrin, Florian |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Economie & prévision | o 183-184 | 2 | 2008-10-13 | p. 127-152 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-1-2008-2-page-127?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-economie-et-prevision-1-2008-2-page-127?lang=en&redirect-ssocas=7080</a> |
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