The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications (Q4610868)

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scientific article; zbMATH DE number 7005521
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The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
scientific article; zbMATH DE number 7005521

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    The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications (English)
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    23 January 2019
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    Epstein-Zin preferences
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    feedback-effects from long-term bonds
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    higher-order perturbation approximation
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    yield curve
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