Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Year of publication: |
October 9, 2020 ; Current version: October 9, 2020
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Authors: | Aruoba, S. Borağan ; Cuba-Borda, Pablo ; Higa-Flores, Kenji ; Schorfheide, Frank ; Villalvazo, Sergio |
Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
Subject: | Bayesian Estimation | Effective Lower Bound on Nominal Interest Rates | Nonlinear Filtering | Nonlinear Solution Methods | Particle MCMC | Theorie | Theory | DSGE-Modell | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium | Nichtlineare Regression | Nonlinear regression | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy |
Extent: | 1 Online-Ressource (circa 78 Seiten) Illustrationen |
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Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 20, 037 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints
Aruoba, S. Borağan, (2021)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
- More ...
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints
Aruoba, S. Borağan, (2021)
- More ...