Schorfheide (34 results)

Condition: Très bon. Légères traces d'usure sur la couverture. Edition 1990. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Slight signs of wear on the cover. Edition 1990. Ammareal gives back up to 15% of this item's net price to charity organizations.…

Condition: Bon. Ancien livre de bibliothèque. Petite(s) trace(s) de pliure sur la couverture. Edition 1990. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Slightly creased cover. Edition 1990. Ammareal gives back up to 15% of this item's net price to charity organizations.…

Condition: New.

Faltblatt. 6 Seiten 30 gr. guter Zustand, vorn mit kleineren Beschädigungen.

Condition: New.

OLwd.. Condition: sehr gut erhalten. (s. Foto). Schwedt, kiro Doku Mental, 1997 236 S. OLwd., sehr gut erhalten. (s. Foto). Sprache: ger/deu.

Condition: As New. Unread book in perfect condition.

Hardback. Condition: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.…

Hardcover. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

paperback. Condition: Good. Biosphärenreservatsverwaltung Schorfheide Chorin (Hrsg.): Biosphärenreservat Schorfheide-Chorin (Kulturlandschaften). Eigenverlag Biosphärenreservatsverwaltung Schorfheide Chorin, Eberswalde wohl 1993. Broschur, Format 21 x 29 cm, 71 Seiten mit Abbildungen; ordentlicher Zustand. - Broschüre zum Zeitpunkt der Entstehung.…

Hardcover. Condition: Very Good. Dust Jacket Condition: Good. 1st Edition. Hardback: Very Good Condition. Dust Jacket: Good Condition. Pages Bright, Clean And Unmarked. Binding Tight And Secure. Clean Covers, Minimal Wear. Spine Creased At Top And Tail, Board Corners Bumped. Photograph Is Added By Selling Site And Not Ours, Therefore May Not Reflect This Edition Or Condition. Please Contact Us For Pictures If Desired.…

Hardback. Condition: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.…

Condition: New.

Hardcover. Condition: new. Hardcover. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condition: New. KlappentextThis paper develops and applies tools to assess multivariate aspects of Bayesian Dynamic Stochastic General Equilibrium (DSGE) model forecasts and their ability to predict comovements among key macroeconomic variables. We cons.

Hardcover. Condition: Brand New. 275 pages. 7.00x5.00x1.00 inches. In Stock.

Condition: As New. Unread book in perfect condition.

Condition: New. pp. 248.

Condition: New. In English.

Condition: New. pp. 248.

Hardcover. Condition: Brand New. 275 pages. 7.00x5.00x1.00 inches. In Stock.

Condition: New. &Uumlber den AutorEdward P. Herbst & Frank SchorfheideKlappentextrnrnDynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academ.

Hardback. Condition: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.…

Gebundene Ausgabe. Condition: Neu. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations.Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions. Sprache: Englisch Gewicht in Gramm: 551.…

Hardcover. Condition: new. Hardcover. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book c Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Hardback. Condition: New. Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.…

Aschendorff, Münster 1999, 304 S., OPPbd., Gr.-8, Einband leicht fleckig.

48 Ss. Kl.8vo. Orig.-Umschlag (nur gering angestaubt, Hinterdeckel mit kleinem Eselsohr). Deutschland-Bildheft Nr. 260. - Seiten vom Rand her papierbedingt gebräunt - sonst gutes und sauberes Exemplar. - Selten. deg.

Condition: New. Print on Demand pp. 46.

Condition: New. Print on Demand pp. 46.