Bayesian Inference in Dynamic Disequilibrium Models

Bayesian inference · Bayesian probability · Disequilibrium · Econometrics · Economics · Inference · Bayesian Methods and Mixture Models · Computer Science · Monetary Policy and Economic Impact · Statistical Methods and Inference · Artificial Intelligence

• Stochastic Volatility

  Sangjoon Kim, Sang‐joon Kim et al.•The Review of Economic Studies•1998

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• The Calculation of Posterior Distributions by Data Augmentation

  Martin A Tanner, Wing Hung Wong•Journal of the American…•1987

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• Estimation of Relationships for Limited Dependent Variables

  James Tobin•Econometrica•1958

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• Bayesian Measures of Model Complexity and Fit

  Open Access•David Spiegelhalter, David J Spiegelhalter et al.•Journal of the Royal Statistical…•2002

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• Bayesian Analysis of Stochastic Volatility Models

  Eric Jacquier, Nicholas G Polson et al.•Journal of Business and Economic…•1994

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• Deviance Information Criterion for Comparing Stochastic Volatility Models

  Andreas Berg, Renate Meyer et al.•Journal of Business and Economic…•2004

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• Europe's unemployment problem

  Open Access•Jacques Dreze•European Review•1994

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