DSGE Models with observation-driven time-varying volatility
Year of publication: |
2018
|
---|---|
Authors: | Angelini, Giovanni ; Gorgi, Paolo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 171.2018, p. 169-171
|
Subject: | DSGE models | Score-driven models | Time-varying parameters | ARCH-Modell | ARCH model | Dynamisches Gleichgewicht | Dynamic equilibrium | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | DSGE-Modell | DSGE model | Modellierung | Scientific modelling | Schätzung | Estimation |
-
DSGE models with observation-driven time-varying parameters
Angelini, Giovanni, (2018)
-
Accelerating GARCH and score-driven models : optimality, estimation and forecasting
Blasques, Francisco F., (2017)
-
Time-varying parameter four-equation DSGE model
Gupta, Rangan, (2022)
- More ...
-
DSGE Models with Observation-Driven Time-Varying parameters
Angelini, Giovanni, (2018)
-
DSGE Models with Observation-Driven Time-Varying Parameters
Angelini, Giovanni, (2018)
-
DSGE models with observation-driven time-varying parameters
Angelini, Giovanni, (2018)
- More ...