Estimating the State Vector of Linearized DSGE Models without the Kalman Filter
| Year of publication: |
2013-01
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|---|---|
| Authors: | Kollmann, Robert |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | DSGE Models | Kalman Filter | smoothing |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2013-08 3 pages long |
| Classification: | E37 - Forecasting and Simulation ; C32 - Time-Series Models ; C68 - Computable General Equilibrium Models |
| Source: |
Persistent link: https://www.econbiz.de/10010606851