Estimating dynamic equilibrium models with stochastic volatility
by Jesús Fernández-Villaverde, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez
| Year of publication: |
October 2014
|
|---|---|
| Authors: | Fernández-Villaverde, Jesús ; Guerrón-Quintana, Pablo A. ; Rubio-Ramírez, Juan Francisco |
| Publisher: |
[Madrid] : FEDEA |
| Subject: | Dynamic equilibrium models | Stochastic volatility | Parameter drifting,Bayesian methods | Dynamisches Gleichgewicht | Dynamic equilibrium | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Schätzung | Estimation | Markov-Kette | Markov chain |
freely available
| Extent: | 1 Online-Ressource (circa 84 Seiten) Illustrationen |
|---|---|
| Series: | Documentos de trabajo / Fundación de Estudios de Economía Aplicada. - Madrid, ZDB-ID 2394062-1. - Vol. 2014, 11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661491