Estimating the state vector of linearized DSGE models without the Kalman filter
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Publication:2440151
DOI10.1016/j.econlet.2013.03.041zbMath1284.91333OpenAlexW2068229590MaRDI QIDQ2440151
Publication date: 27 March 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/139176/1/2013-08-KOLLMANN-estimating.pdf
Filtering in stochastic control theory (93E11) Dynamic stochastic general equilibrium theory (91B51)
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