Abstract
This article discusses how Bayesian methods can be used to cope with challenges that arise in the econometric analysis of dynamic stochastic general equilibrium models and vector autoregressions.
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Schorfheide, F. (2018). Bayesian Methods in Macroeconometrics. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95189-5_2367
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DOI: https://doi.org/10.1057/978-1-349-95189-5_2367
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