Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Year of publication: |
2020
|
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Authors: | Aruoba, S. Borağan ; Cuba-Borda, Pablo ; Higa-Flores, Kenji ; Schorfheide, Frank ; Villalvazo, Sergio |
Publisher: |
[S.l.] : SSRN |
Subject: | DSGE-Modell | DSGE model | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stabilisierungspolitik | Stabilization policy | Monte-Carlo-Simulation | Monte Carlo simulation | Wirkungsanalyse | Impact assessment | Öffentliche Ausgaben | Public expenditure |
Extent: | 1 Online-Ressource (78 p) |
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Series: | PIER Working Paper ; No. 20-037 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 9, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3737611 [DOI] |
Classification: | C5 - Econometric Modeling ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit |
Source: | ECONIS - Online Catalogue of the ZBW |
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Aruoba, S. Borağan, (2020)
- More ...
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
-
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan, (2020)
- More ...