A woman pointing at a line graph on a computer monitor

Working Paper

High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction

Minchul Shin

by

Minchul Shin

Economic Advisor and Machine Learning Economist

September 2020

WP 20-35 (Superseded by WP 21-02)

This paper was superseded by Working Paper 21-02 – DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors.