Pages that link to "Item:Q602963"
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The following pages link to Euro area inflation persistence in an estimated nonlinear DSGE model (Q602963):
Displaying 14 items.
- Bandwidth selection in pre-smoothed particle filters (Q340850) (← links)
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (Q428002) (← links)
- Bayesian inference for nonlinear structural time series models (Q469553) (← links)
- Yield curve in an estimated nonlinear macro model (Q550835) (← links)
- Non-linear DSGE models and the optimized central difference particle filter (Q647657) (← links)
- Particle filters for continuous likelihood evaluation and maximisation (Q738078) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Agent based-stock flow consistent macroeconomics: towards a benchmark model (Q1655744) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- An auxiliary particle filter for nonlinear dynamic equilibrium models (Q1668289) (← links)
- Stock prices and monetary policy shocks: a general equilibrium approach (Q1994389) (← links)
- Forecasting long-term interest rates with a general-equilibrium model of the Euro area: what role for liquidity services of bonds? (Q2254286) (← links)
- Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach (Q2445737) (← links)
- A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
