Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints
S. Borağan Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide, Sergio Villalvazo
| Year of publication: |
2021
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|---|---|
| Authors: | Aruoba, S. Borağan ; Cuba-Borda, Pablo ; Higa-Flores, Kenji ; Schorfheide, Frank ; Villalvazo, Sergio |
| Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 41.2021, p. 96-120
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| Subject: | Bayesian estimation | Effective lower bound on nominal interest rates | Nonlinear filtering | Nonlinear solution methods | Particle MCMC | DSGE-Modell | DSGE model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.red.2020.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012872924