发帖
雷达卡
Chapter 1: Preliminaries
Chapter 2: DSGE Models, Solutions and Approximations
Chapter 3: Extracting and Measuring Cyclical Information
Chapter 4: VAR Models 105
Chapter 5: GMM and Simulation Estimators 157
Chapter 6: Likelihood methods 201
Chapter 7: Calibration 235
Chapter 8: Dynamic Macro Panels 273
8.1 From economic theory to dynamic panels .. . . . 274
8.2 Panels with Homogeneous dynamics . . 276
8.3 Dynamic heterogeneity . . 288
8.4 To Pool or not to Pool?. 298
8.5 Is Money superneutral? . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
Chapter 9: Introduction to Bayesian Methods 309
9.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
9.2 Decision Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
9.3 Inference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
9.4 Hierarchical and Empirical Bayes models . . . . . . . . . . . . . . . . 328
9.5 Posterior simulators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336
9.6 Robustness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
9.7 Estimating Returns to scale: Spain (1979-1999) . . . . . . . . . . . . 352
Chapter 10: Bayesian VARs 355
10.1 The Likelihood function of an m variable VAR(q) . . . . . . . . . . 356
10.2 Priors for VARs . . . . 357
10.3 Structural BVARs
. . 372
10.4 Time Varying Coe.cients BVARs . . . . . . . . . . . . . . . . . . . . 379
10.5 Panel VAR models . . . 384
10.5.4
Indicators . . . 395
10.5.5
Impulse responses . . . . 396
Chapter 11: Bayesian time series and DSGE models 399
11.1 Factor Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
11.2 Stochastic Volatility Models
. . 408
11.3 Markov switching models .. . . 414
11.4 Bayesian DSGE Models. . 420
Appendix 443
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