Travail de recherche/Working paper
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