Estimating Dynamic Equilibrium Models with Stochastic Volatility
Year of publication: |
2012-09
|
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Authors: | Fernández-Villaverde, Jesús ; Guerron-Quintana, Pablo A. ; Rubio-Ramírez, Juan Francisco |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Bayesian methods. | Dynamic equilibrium models | Parameter drifting | Stochastic volatility |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 9130 |
Classification: | C11 - Bayesian Analysis ; E10 - General Aggregative Models. General ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
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Estimating dynamic equilibrium models with stochastic volatility
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