Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Year of publication: |
October 2020
|
---|---|
Authors: | Aruoba, S. Borağan ; Cuba-Borda, Pablo ; Higa-Flores, Kenji ; Schorfheide, Frank ; Villalvazo, Sergio |
Publisher: |
Cambridge, MA : National Bureau of Economic Research |
Subject: | DSGE-Modell | DSGE model | Markov-Kette | Markov chain | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Öffentliche Ausgaben | Public expenditure | Stabilisierungspolitik | Stabilization policy | Wirkungsanalyse | Impact assessment | USA | United States | 2009 |
Extent: | 50, 26 Seiten Illustrationen |
---|---|
Series: | Working paper / National Bureau of Economic Research, Inc.. - Cambridge, Mass. : National Bureau of Economic Research, Inc., ISSN 0898-2937, ZDB-ID 1223905-7. - Vol. 27991 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Erscheint auch als Online-Ausgabe |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Nachane, Dilip M., (2017)
-
Estimating a DSGE model for Japan in a data-rich environment
Iiboshi, Hirokuni, (2015)
-
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola, (2000)
- More ...
-
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)
-
Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Aruoba, S. Borağan, (2020)
- More ...