Euro area inflation persistence in an estimated nonlinear DSGE model
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Cites work
- Bayesian Analysis of DSGE Models
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Comparing solution methods for dynamic equilibrium economies
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- Contemporary Bayesian Econometrics and Statistics
- Convergence Properties of the Likelihood of Computed Dynamic Models
- Estimating Macroeconomic Models: A Likelihood Approach
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- scientific article; zbMATH DE number 1911984 (Why is no real title available?)
- Impulse response analysis in nonlinear multivariate models
- Second-order approximation of dynamic models without the use of tensors
- Sequential Monte Carlo Methods in Practice
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Using simulation methods for bayesian econometric models: inference, development,and communication
Cited in
(19)- Testing a DSGE model of the EU using indirect inference
- Estimation of ergodic agent-based models by simulated minimum distance
- Agent based-stock flow consistent macroeconomics: towards a benchmark model
- Estimation of agent-based models using sequential Monte Carlo methods
- An auxiliary particle filter for nonlinear dynamic equilibrium models
- Stock prices and monetary policy shocks: a general equilibrium approach
- Forecasting long-term interest rates with a general-equilibrium model of the Euro area: what role for liquidity services of bonds?
- Indeterminacy, change points and the price puzzle in an estimated DSGE model
- Inflation and business cycle convergence in the euro area: empirical analysis using an unobserved component model
- Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach
- Bandwidth selection in pre-smoothed particle filters
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- Bayesian inference for nonlinear structural time series models
- A survey of sequential Monte Carlo methods for economics and finance
- Yield curve in an estimated nonlinear macro model
- Non-linear DSGE models and the optimized central difference particle filter
- Estimation of nonlinear DSGE models through Laplace based solutions
- On the use of area-wide models in the euro-zone
- Particle filters for continuous likelihood evaluation and maximisation
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