High-frequency analysis and moment-matching estimation of the baseline New-Keynesian Model
Year of publication: |
2014
|
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Authors: | Sacht, Stephen |
Other Persons: | Wohltmann, Hans-Werner (contributor) |
Subject: | Neoklassische Synthese | Neoclassical synthesis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Momentenmethode | Method of moments | Bayes-Statistik | Bayesian inference |
Description of contents: | Table of Contents [gbv.de] |
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Christopher A. Sims and vector autoregressions
Christiano, Lawrence J., (2012)
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Moment matching for Bayesian inference in the baseline New-Keynesian model
Jang, Tae-Seok, (2025)
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Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald, (2017)
- More ...
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Sacht, Stephen, (2014)
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Macroeconomic dynamics under bounded rationality: on the impact of consumers’ forecast heuristics
Jang, Tae-Seok, (2022)
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Some observations in the high-frequency versions of a standard New-Keynesian model
Franke, Reiner, (2010)
- More ...