Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter
Year of publication: |
2010
|
---|---|
Authors: | Schmitt-Grohé, Stephanie ; Uribe, Martín |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 109.2010, 3, p. 142-143
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Zustandsraummodell | State space model |
-
The anatomy of small open economy trends
Görtz, Christoph, (2022)
-
State space models with endogenous regime switching
Chang, Yoosoon, (2018)
-
Explaining macroeconomic and term structure dynamics jointly in a non-linear DSGE model
Møller Andreasen, Marin, (2008)
- More ...
-
Optimal simple and implementable monetary and fiscal rules
Schmitt-Grohé, Stephanie, (2007)
-
Schmitt-Grohé, Stephanie, (2003)
-
Optimal fiscal and monetary policy in a medium-scale macroeconomic model
Schmitt-Grohé, Stephanie, (2006)
- More ...