The pruned state-space system for non-linear DSGE models : theory and empirical applications
Martin M . Andreasen, Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez
| Year of publication: |
January 2018
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|---|---|
| Authors: | Andreasen, Martin Møller ; Fernández-Villaverde, Jesús ; Rubio-Ramírez, Juan Francisco |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 85.2018, 1, p. 1-49
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| Subject: | Epstein-Zin preferences | Feedback-effects from long-term bonds | Higher-order perturbation approximation | Yield curve | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Zinsstruktur | Schätzung | Estimation | Zustandsraummodell | State space model | Nichtlineare Regression | Nonlinear regression | Börsenkurs | Share price | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/restud/rdx037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011920114