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: C11 E00 (search for similar items in EconPapers)
Date: 2006-01
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:20853

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