Tractable likelihood-based estimation of nonlinear DSGE models
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Publication:1786780
DOI10.1016/j.econlet.2017.08.027zbMath1396.91414OpenAlexW2753233258MaRDI QIDQ1786780
Publication date: 25 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2017.08.027
Cites Work
- Comparison of solutions to the multi-country real business cycle model
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- A method for taking models to the data
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Bayesian Analysis of DSGE Models
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