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MEDEA: a DSGE model for the Sp...
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Nielsen, Morten Ørregaard
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CREATES research paper
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ECONIS (ZBW)
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1
Estimating dynamic equilibrium models using macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
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2011
Persistent link: https://www.econbiz.de/10009152334
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2
Estimation of DSGE models under diffuse priors and data-driven identification constraints
Lanne, Markku
;
Luoto, Jani
-
2015
Persistent link: https://www.econbiz.de/10011327710
Saved in:
3
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
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4
Stochastic volatility and DSGE models
Andreasen, Martin M.
-
2009
Persistent link: https://www.econbiz.de/10003863170
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5
Risk premia in general equilibrium
Posch, Olaf
-
2009
Persistent link: https://www.econbiz.de/10003903532
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6
Non-linear DSGE models and the central difference Kalman filter
Andreasen, Martin Møller
-
2010
Persistent link: https://www.econbiz.de/10008651777
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7
Non-linear DSGE models and the optimized particle filter
Andreasen, Martin M.
-
2010
Persistent link: https://www.econbiz.de/10003926078
Saved in:
8
How Non-Gaussian shocks affect risk premia in non-linear DSGE models
Andreasen, Martin Møller
-
2010
Persistent link: https://www.econbiz.de/10008659421
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9
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:
10
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
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