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preprint · RePEc: Research Papers in Economics · 2008

Bayesian Analysis of DSGE models: A Panel Approach

Tareq Sadeq

Cited by 0Abstract and details only

Abstract

This methodological paper in Bayesian econometrics applied to macroeconomic models, presents first the Bayesian estimation of DSGE models, then illustrates the e¤ects of the estimation for a panel of countries, assuming some homogeneity across coun- tries. Under some specifications, the results exhibit more preci- sion about parameters in a panel approach. The gain of precision is important using a panel of small samples of data.

Cite this paper

APA 7

Sadeq, T. (2008). Bayesian Analysis of DSGE models: A Panel Approach. RePEc: Research Papers in Economics.

MLA 9

Sadeq, Tareq. “Bayesian Analysis of DSGE models: A Panel Approach.” RePEc: Research Papers in Economics, 2008.

Chicago

Sadeq, Tareq. 2008. “Bayesian Analysis of DSGE models: A Panel Approach.” RePEc: Research Papers in Economics.

Harvard

Sadeq, T. (2008) ‘Bayesian Analysis of DSGE models: A Panel Approach’, RePEc: Research Papers in Economics.

BibTeX
@misc{sadeq2008bayesian,
  title = {{Bayesian Analysis of DSGE models: A Panel Approach}},
  author = {Sadeq, Tareq},
  journal = {RePEc: Research Papers in Economics},
  year = {2008}
}

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