Online estimation of DSGE models
Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati, Frank Schorfheide
| Year of publication: |
2021
|
|---|---|
| Authors: | Cai, Michael ; Del Negro, Marco ; Herbst, Edward P. ; Matlin, Ethan ; Sarfati, Reca ; Schorfheide, Frank |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 24.2021, 1, p. C33-C58
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utaa029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504440