Tailored randomized block MCMC methods with application to DSGE models

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DSGE Models with Student-t Errors (2014, methodology): “Hence, the conditional posterior π(θ|y, λ) can be sampled by the TaRB-MH method of Chib and Ramamurthy (2010).”
Policy Risk and the Business Cycle (2014, methodology): “Following Kim et al. (1998), we can test the speciﬁcation of our SV-model.”