Bayesian Estimation of DSGE Models (The Econometric and Tinbergen Institutes Lectures) 1st Edition

Needless to say the book is a must for understanding DSGE model estimation. I also find it extremely helpful for understanding Bayesian statistics and estimation methods. The authors are great writers and explain the intuition really well. Rather than launching into the asymptotics and statistics like most books, this book paints the big picture first and motivates the math very well. Very glad I picked it up.

This is an excellent book for learning econometric method of estimating DSGE model. In particular, detailed explanation of algorithms based on bayesian estimation are very useful.

This is a must-read for any graduate student or researcher who wants to understand state-of-the-art methods in estimating DSGE models. Highly recommended.

A valuable resource text for the most informed

A true tour de force in bayesian methods for macroeconomics.

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