Bayesian Estimation of Macro-Finance DSGE Models with Stochastic Volatility

2019 ◽  
Author(s):  
David Rapach ◽  
Fei Tan
Keyword(s):  
Bayesian Estimation ◽  
Stochastic Volatility ◽  
Dsge Models ◽  
Macro Finance

Implementing Stochastic Volatility in DSGE Models: A Comment

2017 ◽  
Author(s):  
Lorenzo Bretscher ◽  
Alex C. Hsu ◽  
Andrea Tamoni
Keyword(s):  
Stochastic Volatility ◽  
Dsge Models

scholarly journals Real-time forecast evaluation of DSGE models with stochastic volatility

2017 ◽  
Vol 201 (2) ◽  
pp. 322-332 ◽  
Author(s):  
Francis X. Diebold ◽  
Frank Schorfheide ◽  
Minchul Shin
Keyword(s):  
Real Time ◽  
Stochastic Volatility ◽  
Forecast Evaluation ◽  
Dsge Models
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