DSGE model estimation on the basis of second-order approximation
Sergey Ivashchenko
| Year of publication: |
2014
|
|---|---|
| Authors: | Ivashchenko, Sergey |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 43.2014, 1, p. 71-82
|
| Subject: | DSGE | QKF | CDKF | UKF | Quadratic approximation | Kalman filtering | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Schätztheorie | Estimation theory | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| 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/10010249722