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subject:"USA"
~person:"Andreasen, Martin Møller"
~subject:"Dynamisches Gleichgewicht"
~subject:"Welt"
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Search: subject_exact:"State space model"
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USA
Dynamisches Gleichgewicht
Welt
State space model
10
Zustandsraummodell
10
Dynamic equilibrium
7
Theorie
6
Theory
6
Börsenkurs
5
Estimation
5
Nichtlineare Regression
5
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Share price
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United States
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Zinsstruktur
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1961-2007
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Big Data
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Big data
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Canada
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Feedback-effects from long-term bonds
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Higher-order perturbation approximation
2
Kanada
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Arbitrage-free Nelson–Siegel model
1
CAPM
1
Epstein-Zin preferences
1
Epstein-Zin-Weil preferences
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Extended Kalman filter
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Fixed-coupon bond prices
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English
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Andreasen, Martin Møller
Koopman, Siem Jan
27
Gupta, Rangan
12
Crowley, Patrick M.
11
Zadrozny, Peter A.
10
Fernández-Villaverde, Jesús
9
Schorfheide, Frank
9
Tiwari, Aviral Kumar
9
Chen, Baoline
8
Rubio-Ramírez, Juan Francisco
8
Wel, Michel van der
8
Chan, Joshua
7
Dungey, Mardi H.
7
Laubach, Thomas
7
Williams, John C.
7
Lucas, André
6
Aloui, Chaker
5
Andreasen, Martin M.
5
Aruoba, S. Borağan
5
Bekiros, Stelios
5
Chang, Yoosoon
5
Cuba-Borda, Pablo
5
Flavin, Thomas J.
5
Higa-Flores, Kenji
5
Kollmann, Robert
5
Leduc, Sylvain
5
Miller, Stephen M.
5
Moran, Kevin
5
Paccagnini, Alessia
5
Pagan, Adrian R.
5
Pozzi, Lorenzo
5
Schwaab, Bernd
5
Smith, Gregor W.
5
Standaert, Samuel
5
Vigfusson, Robert J.
5
Villalvazo, Sergio
5
Bouri, Elie
4
Driver, Rebecca L.
4
Dwyer, Gerald P. <jun.>
4
Edge, Rochelle M.
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Journal of applied econometrics
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The review of economic studies
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2016
Persistent link: https://www.econbiz.de/10011661488
Saved in:
2
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011920114
Saved in:
3
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2013
Persistent link: https://www.econbiz.de/10009733564
Saved in:
4
Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller
-
2010
Persistent link: https://www.econbiz.de/10008651777
Saved in:
5
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2013
Persistent link: https://www.econbiz.de/10009744137
Saved in:
6
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Villaverde, Jesús …
-
2013
Persistent link: https://www.econbiz.de/10009745582
Saved in:
7
Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 929-955
Persistent link: https://www.econbiz.de/10010351092
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