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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
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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
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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
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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
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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/10012314239
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010225024
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2013 - [Rev.]
Persistent link: https://www.econbiz.de/10010198274
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Assessing DSGE model nonlinearities
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10010345071
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Sticky prices versus monetary frictions : an estimation of policy trade-offs
Aruoba, S. Borağan; Schorfheide, Frank - In: American economic journal : a journal of the American … 3 (2011) 1, pp. 60-90
Persistent link: https://www.econbiz.de/10009234744
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Sticky prices versus monetary frictions : an estimation of policy trade-offs
Aruoba, S. Borağan; Schorfheide, Frank - 2009
Persistent link: https://www.econbiz.de/10003829603