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  • Search: subject:"Nonlinear DSGE Models"
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Year of publication
Subject
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DSGE model 2 DSGE-Modell 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Schock 2 Shock 2 Theorie 2 Theory 2 Bayes-Statistik 1 Bayesian inference 1 Economics and Social Sciences 1 Efficient Importance Sampling 1 Faculty of Business 1 Financial crises 1 Financial crisis 1 Finanzkrise 1 Incomplete market 1 Incomplete markets 1 Nonlinear DSGE Models 1 Nonlinear DSGE models 1 Nonlinear Filtering 1 Occasionally binding constraints 1 Portfolio choices 1 Portfolio selection 1 Portfolio-Management 1 Rare disasters 1 Risiko 1 Risk 1 Statistical error 1 Statistischer Fehler 1 Stochastic process 1 Stochastischer Prozess 1 Unvollkommener Markt 1 VAR model 1 VAR-Modell 1 Wirtschafts- und Sozialwissenschaftliche Fakultät 1 nonlinear DSGE models 1 proxy SVAR 1 uncertainty shocks 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2 Other 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3
Author
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Cao, Dan Vu 1 Carriero, Andrea 1 Guilherme Valle Moura 1 Luo, Wenlan 1 Mumtaz, Haroon 1 Nie, Guangyu 1 Theodoridis, Konstantinos 1 Theophilopoulou, Angeliki 1
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Published in...
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Journal of money, credit and banking : JMCB 1 Review of economic dynamics 1
Source
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ECONIS (ZBW) 2 BASE 1
Showing 1 - 3 of 3
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Global DSGE models
Cao, Dan Vu; Luo, Wenlan; Nie, Guangyu - In: Review of economic dynamics 51 (2023), pp. 199-225
Persistent link: https://www.econbiz.de/10014471813
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Efficient importance sampling in applied econometrics
Guilherme Valle Moura - 2010
This thesis focusses on econometric applications requiring multivariate numerical integration. Models that attempt to capture real world complexities are typically nonlinear and display many unobservable factors. These characteristics imply that the likelihood function of these models contain...
Persistent link: https://www.econbiz.de/10009428978
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The impact of uncertainty shocks under measurement error : a proxy SVAR approach
Carriero, Andrea; Mumtaz, Haroon; Theodoridis, Konstantinos - In: Journal of money, credit and banking : JMCB 47 (2015) 6, pp. 1223-1238
Persistent link: https://www.econbiz.de/10011345073
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