The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
Year of publication: |
2013-04
|
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Authors: | Andreasen, Martin M. ; Fernández-Villaverde, Jesús ; Rubio-Ramírez, Juan Francisco |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Epstein-Zin preferences | Higher-order perturbation approximation | Non-Gaussian innovations | Yield curve |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 9442 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C53 - Forecasting and Other Model Applications ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
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