Pages that link to "Item:Q617551"
From MaRDI portal
The following pages link to Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter (Q617551):
Displaying 6 items.
- Solving and estimating linearized DSGE models with VARMA shock processes and filtered data (Q529789) (← links)
- Linear rational-expectations models with lagged expectations: a synthetic method (Q964568) (← links)
- Optimal discretionary monetary policy in a micro-founded model with a zero lower bound on nominal interest rate (Q1994589) (← links)
- Efficient matrix approach for classical inference in state space models (Q2311132) (← links)
- Estimating the state vector of linearized DSGE models without the Kalman filter (Q2440151) (← links)
- Generalized adaptive expectations revisited (Q2442396) (← links)
