Bayesian Analysis of DSGE Models—Rejoinder

Sungbae An and Frank Schorfheide

Econometric Reviews, 2007, vol. 26, issue 2-4, 211-219

Abstract: We would like to thank all the discussants for their stimulating comments. While our article to a large extent reviews current practice of Bayesian analysis of Dynamic Stochastic General Equilibrium (DSGE) models the discussants provide many ideas to improve upon the current practice, thereby outlining a research agenda for the years to come. In our rejoinder we will briefly revisit some of the issues that were raised.

Keywords: Bayesian analysis; DSGE models; Hybrid MCMC algorithm; Identification (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1080/07474930701220246

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