Block Kalman Filtering for Large-Scale DSGE Models
| Year of publication: |
2009
|
|---|---|
| Authors: | Strid, Ingvar ; Walentin, Karl |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 33.2009, 3, p. 277-304
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Kalman filter | DSGE model | Bayesian estimation | Algorithm | Fortran | Matlab |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701670