Sin, Hui Lok and Gaglianone, Wagner Piazza (2006): Stochastic simulation of a DSGE model for Brazil.
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In this paper we investigate the Smets & Wouters (2003a) DSGE model for Brazil, through a numerical simulation based on the Dynare code (developed by Cepremap). Impulse Response functions are presented and a Bayesian estimation is also conducted from the prior distributions of the parameters.
|Item Type:||MPRA Paper|
|Original Title:||Stochastic simulation of a DSGE model for Brazil|
|Keywords:||Bayesian estimation; Dynare; DSGE model|
|Subjects:||E - Macroeconomics and Monetary Economics > E0 - General > E00 - General
C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C11 - Bayesian Analysis: General
|Depositing User:||WAGNER GAGLIANONE|
|Date Deposited:||22. Feb 2010 11:27|
|Last Modified:||12. Feb 2013 13:21|
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