Bayesian Analysis of DSGE Models—Rejoinder |
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| Authors: | Sungbae An Frank Schorfheide |
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| Affiliation: | a School of Economics and Social Sciences, Singapore Management University, Singaporeb Department of Economics, University of Pennsylvania, CEPR, and NBER, Philadelphia, Pennsylvania, USA |
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| Abstract: | We would like to thank all the discussants for their stimulating comments. While our article to a large extent reviews current practice of Bayesian analysis of Dynamic Stochastic General Equilibrium (DSGE) models the discussants provide many ideas to improve upon the current practice, thereby outlining a research agenda for the years to come. In our rejoinder we will briefly revisit some of the issues that were raised. |
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| Keywords: | Bayesian analysis DSGE models Hybrid MCMC algorithm Identification |
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