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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
Economics paper econ.GN Suggest

… 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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BibTeX

@misc{fen2022fastsimulationbasedbayesianestimation,
title={Fast Simulation-Based Bayesian Estimation of Heterogeneous and Representative Agent Models using Normalizing Flow Neural Networks},
author={Cameron Fen},
year={2022},
eprint={2203.06537},
archivePrefix={arXiv},
primaryClass={econ.GN},
url={https//arxiv.org/abs/2203.06537},
}

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