Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)
Uncategorized October 31st, 2006Working Paper 2006-16 by Marco Del Negro and Frank Schorfheide. The authors provide a method of deriving priors for the parameters of dynamic stochastic general equilibrium models from beliefs about the moments of the endogenous variables and use it to investigate the importance of nominal rigidities.

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