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GTAP Resource #3121

"Examining GTAP Parameters Using Bayesian Approach"
by Lugovoy, Oleg


Abstract
This exploratory paper discusses application of Bayesian statistics for examination of exogenous GTAP’s parameters using both GTAP theoretical framework and large scale time series data on production, income, and trade. The Bayesian framework has very fast growing popularity within dynamic stochastic general equilibrium (DSGE) macroeconomic models. From my point of view, Bayesian approach suits very well to GTAP framework, especially taking to account linearized GTAP equations. The work is in progress, preliminary estimates are expecting to the conference.


Resource Details (Export Citation) GTAP Keywords
Category: 2009 Conference Paper
Status: Published
By/In: Presented at the 12th Annual Conference on Global Economic Analysis, Santiago, Chile
Date: 2009
Version: 1
Created: Lugovoy, O. (4/15/2009)
Updated: Lugovoy, O. (4/15/2009)
Visits: 1,237
- Software and modeling tools
- Dynamic modeling
- Calibration and parameter estimation
- The GTAP Data Base and extensions


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Last Modified: 9/15/2023 2:05:45 PM