Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Year of publication: |
2011
|
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Authors: | Amisano, Gianni ; Tristani, Oreste |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 3809280 bytes 41 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C63 - Computational Techniques ; E0 - Macroeconomics and Monetary Economics. General ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
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