Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Year of publication: |
2020
|
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Authors: | Aruoba, S. Borağan ; Cuba-Borda, Pablo ; Higa-Flores, Kenji ; Schorfheide, Frank ; Villalvazo, Sergio |
Publisher: |
[Washington, DC] : Board of Governors of the Federal Reserve System |
Subject: | Bayesian Estimation | Nonlinear Filtering | Nonlinear Solution Methods | Particle MCMC | ZLB | DSGE-Modell | DSGE model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Stabilisierungspolitik | Stabilization policy | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 63 Seiten) Illustrationen |
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Series: | International finance discussion papers. - Washington, DC : [Verlag nicht ermittelbar], ISSN 2767-4509, ZDB-ID 2572734-5. - Vol. number 1272 (February 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | 10.17016/IFDP.2020.1272 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints
Aruoba, S. Borağan, (2021)
- More ...
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
- More ...