Dear Professor, I would like to learn how to write code from scratch to perform Bayesian estimation of DSGE models. Do you have any recommended learning materials, preferably with code explanations? Thank you!

[image] Econometrics teaching notes using Dynare Julia Dynare Julia I have updated my econometrics lecture notes to use Dynare on Julia for ML and Bayesian estimation of a linearized mode. There is some comparison to other estimation methods, too: GMM, Bayesian GMM, and fo…

See also [image] Learning about Empirical DSGE Analysis ML/Bayesian estimation Hey Community, in the upcoming weeks I would like to invest my time to learn as much as I can about “empirical DSGEs”. I know that there is already a lot of literature writen about the estimat…

Bayesian Estimation Teaching

Estimation ML/Bayesian estimation

jpfeifer 10 June 2024 07:21 3