Online estimation of DSGE models
Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati, Frank Schorfheide
| Year of publication: |
July 22, 2019
|
|---|---|
| Authors: | Cai, Michael ; Del Negro, Marco ; Herbst, Edward P. ; Matlin, Ethan ; Sarfati, Reca ; Schorfheide, Frank |
| Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
| Subject: | Adaptive algorithms | Bayesian inference | density forecasts | online estimation | sequential Monte Carlo methods | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Dynamisches Gleichgewicht | Dynamic equilibrium | Prognoseverfahren | Forecasting model | Algorithmus | Algorithm | Schätztheorie | Estimation theory | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 70 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 19, 014 |
| 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/10012064996