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Fast Simulation-Based Bayesian Estimation of Heterogeneous and Representative Agent Models using Normalizing Flow Neural Networks
C Fen - arXiv preprint arXiv:2203.06537, 2022 - arxiv.org
… In addition, I show the posteriors estimated on Smets-Wouters 2007 are higher quality and faster using simulation-based inference compared to Metropolis-Hastings. This approach …
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… In addition, I show the posteriors estimated on Smets-Wouters 2007 are higher quality and faster using simulation-based inference compared to Metropolis-Hastings. This approach …