I am grateful to Chris Sims, Mark Gertler, Frank Smets, and Robert Lucas for comments on an earlier draft presented at the “Quantitative Evidence on Price Determination” conference. I am also grateful to two anonymous referees for very helpful comments. I would also like to thank Richard Windle and Sean Taylor for their assistance in research. Any views expressed in this paper remain solely those of the author's and do not necessarily reflect those of the Board of Governors of the Federal Reserve System or its staff.
Pricing Models: A Bayesian DSGE Approach for the U.S. Economy
Version of Record online: 18 JAN 2007
Journal of Money, Credit and Banking
Volume 39, Issue Supplement s1, pages 127–154, February 2007
How to Cite
LAFORTE, J.-P. (2007), Pricing Models: A Bayesian DSGE Approach for the U.S. Economy. Journal of Money, Credit and Banking, 39: 127–154. doi: 10.1111/j.1538-4616.2007.00018.x
- Issue online: 18 JAN 2007
- Version of Record online: 18 JAN 2007
- Received October 31, 2005; and accepted in revised form September 19, 2006.
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