Similar Search Results

Assessing DSGE model nonlinearities

Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013

Persistent link: https://www.econbiz.de/10010225024

Identifying long-run risks : a Bayesian mixed-frequency approach

Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2013

Persistent link: https://www.econbiz.de/10010198109

Assessing DSGE model nonlinearities

Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013

Persistent link: https://www.econbiz.de/10010345071

Identifying long-run risks : a Bayesian mixed-frequency approach

Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014 - This version: June 24, 2014

Persistent link: https://www.econbiz.de/10010484306

Identifying long-run risks : a Bayesian mixed-frequency approach

Schorfheide, Frank; Song, Dongho; Yaron, Amir - 2014

Persistent link: https://www.econbiz.de/10010392642

Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - In: Review of economic dynamics 41 (2021), pp. 96-120

Persistent link: https://www.econbiz.de/10012872924

Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020 - Current version: October 9, 2020

Persistent link: https://www.econbiz.de/10013206020

Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020 - Current version: April 6, 2020

We develop an algorithm to construct approximate decision rules that are piecewise-linear and continuous for DSGE models with an occasionally binding constraint. The functional form of the decision rules allows us to derive a conditionally optimal particle ﬁlter (COPF) for the evaluation of...

Persistent link: https://www.econbiz.de/10012372759

Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020

Persistent link: https://www.econbiz.de/10012229000

Tempered particle filtering

Herbst, Edward P.; Schorfheide, Frank - In: Journal of econometrics 210 (2019) 1, pp. 26-44

Persistent link: https://www.econbiz.de/10012303367