Block Kalman filtering for large-scale DSGE models
Ingvar Strid; Karl Walentin
| Year of publication: |
2009
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|---|---|
| Authors: | Strid, Ingvar ; Walentin, Karl |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 33.2009, 3, p. 277-304
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| Subject: | Dynamisches Gleichgewicht | Dynamic equilibrium | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003828846