Bayesian Analysis of DSGE models: A Panel Approach

Tareq Sadeq ()
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Tareq Sadeq: EPEE, Université d’Evry Val d’Essonne

No 08-03, Documents de recherche from Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne

Abstract: This methodological paper in Bayesian econometrics applied to macroeconomic models, presents first the Bayesian estimation of DSGE models, then illustrates the e¤ects of the estimation for a panel of countries, assuming some homogeneity across coun- tries. Under some specifications, the results exhibit more preci- sion about parameters in a panel approach. The gain of precision is important using a panel of small samples of data.

Pages: 63 pages
Date: 2008
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