Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
S. Boragan Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide, Sergio Villalvazo
| Year of publication: |
October 9, 2020 ; Current version: October 9, 2020
|
|---|---|
| Authors: | Aruoba, S. Borağan ; Cuba-Borda, Pablo ; Higa-Flores, Kenji ; Schorfheide, Frank ; Villalvazo, Sergio |
| Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
| 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 | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Bayes-Statistik | Bayesian inference | Nichtlineare Regression | Nonlinear regression | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment |
| Extent: | 1 Online-Ressource (circa 78 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 20, 037 |
| 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/10013206020