Bayesian Estimation of DSGE Models (The Econometric and Tinbergen Institutes Lectures) - Image 1

£35.90

Princeton University Press Bayesian Estimation of DSGE Models (The Econometric and Tinbergen Institutes Lectures)

Name: Bayesian Estimation of DSGE Models (The Econometric and Tinbergen Institutes Lectures)
Brand: Princeton University Press
Price: 35.9 GBP
Availability: InStock

Econometrics

About as cheap as it gets. The only time it was cheaper was 1 month ago.

£36 today · all-time low £36 (Apr 2026) · usually £36

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 61 days • 61 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 61 days • 5 price levels

Days at Price

Current Price

Price Analysis

Most common price: £36 (35 days, 57.4%)

Price range: £36 - £108

Price levels: 5 different prices over 61 days

Description

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Product Specifications

Brand: Princeton University Press
Format: hardcover
ASIN: 0691161089
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 26 January 2016
Listed Since: 16 March 2015

Barcode

No barcode data available

Princeton University Press Bayesian Estimation of DSGE Models (The Econometric and Tinbergen Institutes Lectures)

About as cheap as it gets. The only time it was cheaper was 1 month ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Computable General Equilibrium Modeling: Theory and Applications

Monte Carlo Methods in Bayesian Computation (Springer Series in Statistics)

Dynamic Macroeconomic Analysis: Theory and Policy in General Equilibrium

Bayesian Methods: An Analysis for Statisticians and Interdisciplinary Researchers: 5 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 5)

Bayesian Cognitive Modeling: A Practical Course

Simulation-based Inference in Econometrics: Methods and Applications

Practical Bayesian Inference: A Primer for Physical Scientists

Applications of Differential Geometry to Econometrics

Applied Time Series Econometrics (Themes in Modern Econometrics)

Dynamic Econometric Modeling: Proceedings of the Third International Symposium in Economic Theory and Econometrics: 3 (International Symposia in Economic Theory and Econometrics, Series Number 3)

Bayesian Essentials with R (Springer Texts in Statistics)

Bayesian Modeling Using WinBUGS (Wiley Series in Computational Statistics)

Dynamic Analysis in Complex Economic Environments: Essays in Honor of Christophe Deissenberg: 26 (Dynamic Modeling and Econometrics in Economics and Finance, 26)

A Comparison of the Bayesian and Frequentist Approaches to Estimation (Springer Series in Statistics)

Palgrave Handbook of Econometrics: Volume 1: Econometric Theory

Bayesian Methods in Cosmology

Contemporary Bayesian and Frequentist Statistical Research Methods for Natural Resource Scientists

The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)

Disequilibrium Economics: Oligopoly, Trade, and Macrodynamics

Multiscale Modeling: A Bayesian Perspective (Springer Series in Statistics)

Mathematical Modeling

Control Theory Methods in Economics

Bayesian Reliability (Springer Series in Statistics)

Basic and Advanced Bayesian Structural Equation Modeling: With Applications in the Medical and Behavioral Sciences (Wiley Series in Probability and Statistics)