Quasi-Bayesian estimation of time-varying volatility in DSGE models (Q3120664)
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scientific article; zbMATH DE number 7032123
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| English | Quasi-Bayesian estimation of time-varying volatility in DSGE models |
scientific article; zbMATH DE number 7032123 |
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Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models (English)
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5 March 2019
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time-varying volatility
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dynamic stochastic general equilibrium models
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Bayesian methods
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estimation
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nonparametric
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0.8496960401535034
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0.7765846848487854
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0.7731902003288269
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0.7668225169181824
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0.7667899131774902
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