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Table Of Contents

1 Introduction
1.1 Challenges for Inference and Decision Making
1.2 How Can Bayesian Analysis Help?
1.3 Outline of this Chapter
2 Vector Autoregressions
2.1 A Reduced-Form VAR
2.2 Dummy Observations and the Minnesota Prior
2.3 A Second Reduced-Form VAR
2.4 Structural VARs
2.5 Further VAR Topics
3 VARs with Reduced-Rank Restrictions
3.1 Cointegration Restrictions
3.2 Bayesian Inference with Gaussian Prior for β
3.3 Further Research on Bayesian Cointegration Models
4 Dynamic Stochastic General Equilibrium Models
4.1 A Prototypical DSGE Model
4.2 Model Solution and State-Space Form
4.3 Bayesian Inference
4.4 Extensions I: Indeterminacy
4.5 Extensions II: Stochastic Volatility
4.6 Extension III: General Nonlinear DSGE Models
4.7 DSGE Model Evaluation
5.1 Models with Autoregressive Coefficients
5.2 Models with Markov-Switching Parameters
5.3 Applications of Bayesian TVP Models
6.1 Restricted High-Dimensional VARs
6.2 Dynamic Factor Models
7.1 Posterior Model Probabilities and Model Selection
7.2 Decision Making and Inference with Multiple Models
7.3 Difficulties in Decision-Making with Multiple Models
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Bayesian Macro

Bayesian Macro

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Published by aldorodriguez

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Published by: aldorodriguez on Sep 08, 2011
Copyright:Attribution Non-commercial

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06/13/2012

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