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The DOI matches its Crossref record; 6 of the 6 references it cites were found in a registry or an index.

Bayesian Analysis of DSGE Models

An, Sungbae, Schorfheide, Frank·2007·Econometric Reviews
DOI 10.1080/07474930701220071
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Abstract

This paper reviews Bayesian methods that have been developed in recent years to estimate and evaluate dynamic stochastic general equilibrium (DSGE) models. We consider the estimation of linearized DSGE models, the evaluation of models based on Bayesian model checking, posterior odds comparisons, and comparisons to vector autoregressions, as well as the non-linear estimation based on a second-order accurate model solution. These methods are applied to data generated from correctly specified and misspecified linearized DSGE models and a DSGE model that was solved with a second-order perturbation method.

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Metadata

Authors
An, S., & Schorfheide, F.
Venue
Econometric Reviews
Publisher
Informa UK Limited
Published
2007-04-12
Volume
26
Issue
2-4
Pages
113-172
ISSN
  • 0747-4938 (ISSN-L)
  • 1532-4168
DOI
10.1080/07474930701220071
OpenAlex
W3125823678
Cited by
1,274
References
6
FWCI
171.40
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Bayesian Analysis of DSGE Models. https://app.cochat.ai/papers/10.1080/07474930701220071
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An, S., & Schorfheide, F. (2007). Bayesian Analysis of DSGE Models. Econometric Reviews. https://doi.org/10.1080/07474930701220071

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.