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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
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