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accessRights:"restricted"
type_genre:"Working Paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Sloan working papers"
~subject:"Monte-Carlo-Simulation"
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Monte-Carlo-Simulation
Estimation theory
62
Schätztheorie
62
Estimation
27
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25
Bayes-Statistik
12
Bayesian inference
12
VAR model
11
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10
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10
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8
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Method of moments
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Monetary policy
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Monte Carlo simulation
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Spillover effect
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Spillover-Effekt
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Mlikota, Marko
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Schorfheide, Frank
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Acharya, Sushant
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Aruoba, S. Borağan
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Chen, William
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Childers, David
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Del Negro, Marco
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Dogra, Keshav
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Fernández-Villaverde, Jesús
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ECONIS (ZBW)
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Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Persistent link: https://www.econbiz.de/10014334967
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2
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
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3
Differentiable state-space models and Hamiltonian Monte Carlo estimation
Childers, David
;
Fernández-Villaverde, Jesús
;
Perla, Jesse
-
2022
Persistent link: https://www.econbiz.de/10013390700
Saved in:
4
Svars with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
-
2021
Persistent link: https://www.econbiz.de/10012492606
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