Reverse mode differentiation for DSGE models

Alfred Duncan

Studies in Economics from School of Economics, University of Kent

Keywords: DSGE; Reverse mode differentiation; Hamiltonian Monte Carlo; No U-Turn Sampler; Bayesian estimation (search for similar items in EconPapers)
JEL-codes: C11 C13 C32 (search for similar items in EconPapers)
Date: 2021-07
New Economics Papers: this item is included in nep-dge, nep-ecm, nep-isf and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.kent.ac.uk/economics/repec/2108.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ukc:ukcedp:2108

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Studies in Economics from School of Economics, University of Kent School of Economics, University of Kent, Canterbury, Kent, CT2 7FS.
Bibliographic data for series maintained by Dr Anirban Mitra ().