Chib, Siddhartha; Ramamurthy, Srikanth DSGE models with Student-\(t\) errors. (English) Zbl 1491.62197 Econom. Rev. 33, No. 1-4, 152-171 (2014). MSC: 62P20 62F15 62M10 62M20 91B51 × Cite Format Result Cite Review PDF Full Text: DOI
Chib, Siddhartha; Ramamurthy, Srikanth Tailored randomized block MCMC methods with application to DSGE models. (English) Zbl 1431.62603 J. Econom. 155, No. 1, 19-38 (2010). MSC: 62P20 62F15 62M10 65C40 91B51 × Cite Format Result Cite Review PDF Full Text: DOI
Belaygorod, Anatoliy; Dueker, Michael Indeterminacy, change points and the price puzzle in an estimated DSGE model. (English) Zbl 1170.91338 J. Econ. Dyn. Control 33, No. 3, 624-648 (2009). MSC: 91B24 93E20 93E10 × Cite Format Result Cite Review PDF Full Text: DOI