Estimation of continuous-time linear DSGE models from discrete-time measurements
Bent Jesper Christensen, Luca Neri and Juan Carlos Parra-Alvarez
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Christensen, Bent Jesper ; Neri, Luca ; Parra-Alvarez, Juan Carlos |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | DSGE models | continuous time | exact discrete-time representation | stock and flow variables | Kalman filter | maximum likelihood | aliasing | structural shocks | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Schock | Shock | DSGE-Modell | DSGE model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
freely available
| Extent: | 1 Online-Ressource (circa 92 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2022, 12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014280884