This directory holds the files for replicating the procedure used to get results for the DSGE model in the paper "Bayesian Indirect Inference and the ABC of GMM" by Creel, Gao, Hong and Kristensen, which will be available shortly. The file DSGE.pdf is an extract, which gives a description and the results.
The estimator is an Approximate Bayesian Computing estimator, computed using importance sampling and local linear nonparametric regression.
Requires Open MPI, Julia (with MPI and Distances packages), Octave (with MPI package) and other supporting code available at https://github.com/mcreel/Econometrics
To replicate the results, execute "sh MasterScript" from the bash prompt.
For questions, write to michael.creel@uab.es