Introduction to Bayesian Methods

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Here you can find some very helpful textbook treatments of the solution of DSGE models, Bayesian methods, and Bayesian estimation of DSGE models. 

  • Fernández-Villaverde (2010) “The econometrics of DSGE models”: Link 
  • Fernández-Villaverde, Rubio-Ramírez and Schorfheide (2016) “Solution and Estimation Methods for DSGE Models”: Link 
  • Herbst and Schorfheide (2016) “Bayesian Estimation of DSGE Models“: Link