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Bayesian Analysis of DSGE models: A Panel Approach

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  • Tareq Sadeq

    (EPEE, Université d’Evry Val d’Essonne)

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.

Suggested Citation

  • Tareq Sadeq, 2008. "Bayesian Analysis of DSGE models: A Panel Approach," Documents de recherche 08-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Handle: RePEc:eve:wpaper:08-03
    as

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    References listed on IDEAS

    as
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