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Stochastic simulation of a DSGE model for Brazil

Hui Lok Sin and Wagner Gaglianone ()

MPRA Paper from University Library of Munich, Germany

Abstract: In this paper we investigate the Smets & Wouters (2003a) DSGE model for Brazil, through a numerical simulation based on the Dynare code (developed by Cepremap). Impulse Response functions are presented and a Bayesian estimation is also conducted from the prior distributions of the parameters.

Keywords: Bayesian estimation; Dynare; DSGE model (search for similar items in EconPapers)
JEL-codes: E00 C11 (search for similar items in EconPapers)
Date: 2006-01
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