Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
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Cites work
- scientific article; zbMATH DE number 1666096 (Why is no real title available?)
- scientific article; zbMATH DE number 50337 (Why is no real title available?)
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Algorithm 795
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
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- Dynamic linear models with Markov-switching
- Equilibrium in a Production Economy with an Income Tax
- Estimating Macroeconomic Models: A Likelihood Approach
- Euro area inflation persistence in an estimated nonlinear DSGE model
- Filtering via Simulation: Auxiliary Particle Filters
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- Second-order approximation of dynamic models without the use of tensors
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
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- The Solution of Linear Difference Models under Rational Expectations
- Time Varying Structural Vector Autoregressions and Monetary Policy
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- Welfare implications of Calvo vs. Rotemberg-pricing assumptions
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(5)- Tractable likelihood-based estimation of nonlinear DSGE models
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