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

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