Non-linear DSGE models and the central difference Kalman filter
Year of publication: |
2013
|
---|---|
Authors: | Andreasen, Martin Møller |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 28.2013, 6, p. 929-955
|
Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Zustandsraummodell | State space model |
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