The pruned state-space system for non-linear DSGE models : theory and empirical applications
Martin M. Andreasen (Aarhus University and CREATES), Jesús Fernández-Villaverde (University of Pennsylvania, NBER, and CEPR), Juan F. Rubio-Ramírez (Emory University, Federal Reserve Bank of Atlanta, and FEDEA)
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Andreasen, Martin Møller ; Fernández-Villaverde, Jesús ; Rubio-Ramírez, Juan Francisco |
| Publisher: |
[Madrid] : FEDEA |
| Subject: | Epstein-Zin-Weil preferences | Feedback-effects from long-term bonds | Higher-order perturbation approximation | Yield curve | Dynamisches Gleichgewicht | Dynamic equilibrium | Zustandsraummodell | State space model | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | USA | United States |
freely available
| Extent: | 1 Online-Ressource (circa 350 Seiten) |
|---|---|
| Series: | Documentos de trabajo / Fundación de Estudios de Economía Aplicada. - Madrid, ZDB-ID 2394062-1. - Vol. 2016, 07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661488