High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗

Siddhartha Chib (), Minchul Shin and Fei Tan ()
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Siddhartha Chib: https://olin.wustl.edu/faculty/siddhartha-chib

No 20-35, Working Papers from Federal Reserve Bank of Philadelphia

Keywords: Bayesian inference; MCMC; Metropolis-Hastings; Marginal likelihood; Tailored (search for similar items in EconPapers)
JEL-codes: C11 C15 C32 E37 E63 (search for similar items in EconPapers)
Pages: 53
Date: 2020-09-15
New Economics Papers: this item is included in nep-dge, nep-mac and nep-ore
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DOI: 10.21799/frbp.wp.2020.35

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