A system reduction method to efficiently solve DSGE models
Year of publication: |
2013
|
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Authors: | Hernandez, Kolver |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 3, p. 571-576
|
Subject: | Solution of DSGE models | System reduction algorithm | Solution of linear rational expectation models | Bayesian estimation | Dynamisches Gleichgewicht | Dynamic equilibrium | Rationale Erwartung | Rational expectations | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | DSGE-Modell | DSGE model |
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