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Search: subject:"Sequential Monte Carlo"
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Monte-Carlo-Simulation
23
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sequential Monte Carlo methods
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density forecasts
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ECONIS (ZBW)
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1
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential
Monte
Carlo
methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014480620
Saved in:
2
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential
Monte
Carlo
methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014333331
Saved in:
3
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
4
Particle rolling mcmc with double-block sampling
Awaya, Naoki
;
Omori, Yasuhiro
-
2021
Persistent link: https://www.econbiz.de/10013339020
Saved in:
5
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Persistent link: https://www.econbiz.de/10014334967
Saved in:
6
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012388566
Saved in:
7
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzollo, Francesco
; …
-
2019
A flexible forecast density combination approach is introduced that can deal with large data sets. It extends the mixture of experts approach by allowing for model set incompleteness and dynamic learning of combination weights. A dimension reduction step is introduced using a sequential...
Persistent link: https://www.econbiz.de/10012114778
Saved in:
8
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
This paper illustrates the usefulness of
sequential
Monte
Carlo
(SMC) methods in approximating DSGE model posterior …
Persistent link: https://www.econbiz.de/10012144736
Saved in:
9
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
-
2019
This paper illustrates the usefulness of
sequential
Monte
Carlo
(SMC) methods in approximating DSGE model posterior …
Persistent link: https://www.econbiz.de/10012038824
Saved in:
10
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
-
2019
Persistent link: https://www.econbiz.de/10012137020
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