Published January 30, 2025 | Version v1
Dataset Open

Data for: Chapter 2 of "Estimation of DSGE models: Skewness matters"

  • 1. Universität Münster, Fachbereich 04 Wirtschaftswissenschaftliche Fakultät, Center for Quantitative Economics, Institut für Ökonometrie und Wirtschaftsstatistik, Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)
  • 2. ROR icon Universität Münster
  • 3. Eberhard-Karls-University Tübingen / School of Business and Economics, Department of International Macroeconomics and Finance

Contributors

  • 1. Universität Münster, Fachbereich 04 Wirtschaftswissenschaftliche Fakultät, Center for Quantitative Economics, Institut für Ökonometrie und Wirtschaftsstatistik, Professur für VWL, Ökonometrie/Wirtschaftsstatistik (Prof. Trede)
  • 2. ROR icon Universität Münster
  • 3. Eberhard-Karls-University Tübingen / School of Business and Economics, Department of International Macroeconomics and Finance

Description

This dataset contains simulated data series, results of various optimization routines, and MCMC chains. We prepared it in the course of writing "Comparison of samplers and optimizers in Dynare and in the context of Bayesian identification strength", Chapter 2 of the Doctoral thesis "Estimation of DSGE models: Skewness matters" (2024) by Gaygysyz Guljanov. We will publish the computer codes that we used for generating this dataset in a GitHub repository "https://github.com/gguljanov/comparison-optimizers-samplers-thesis". This dataset contains only raw Dynare outputs and the GitHub repository will contain Python codes for analyzing them by collecting useful pieces of information into a Pandas DataFrame. For more information about how and why we generated this dataset, we refer the readers to the above dissertation. For more information on the structure of this dataset, such as what each folder contains, we refer the readers to the README file of the above GitHub repository. Calculations (or parts of them) for this publication were performed on the HPC cluster PALMA II of the University of Münster, subsidized by the DFG (INST 211/667-1).

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Additional details

Additional titles

Subtitle
Comparison of optimizers and samplers in Dynare

Dates

Created
2025