• Citer

Estimating the State Vector of Linearized DSGE Models without the Kalman Filter

par Kollmann, Robert
Publication Publié, 2013-01

Travail de recherche/Working paper

• Accès en ligne
• Détails
• Statistiques

Titre:	Estimating the State Vector of Linearized DSGE Models without the Kalman Filter
Auteur:	Kollmann, Robert
Statut de publication:	Publié, 2013-01
series:	ECARES Working Papers, ECARES 2013-08
Sujet CREF:	Economie
Sujet JEL:	Prices, Business Fluctuations, and Cycles: Forecasting and Simulation
	Multiple or Simultaneous Equation Models: Time-Series Models
	Computable General Equilibrium Models
Volumes/pages:	3 p.
Mots-clés:	DSGE Models
	Kalman Filter
	smoothing
Langue:	Anglais
Identificateurs:	RePEc:eca:wpaper:2013/139176