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Ingvar A. Strid

Personal Details

First Name:Ingvar
Middle Name:A.
Last Name:Strid
Suffix:
RePEc Short-ID:pst440
Terminal Degree:2010 Department of Economic Statistics; Stockholm School of Economics (from RePEc Genealogy)

Affiliation

Sveriges Riksbank

Stockholm, Sweden
http://www.riksbank.se/
RePEc:edi:rbgovse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Strid, Ingvar & Giordani, Paolo & Kohn, Robert, 2010. "Adaptive hybrid Metropolis-Hastings samplers for DSGE models," SSE/EFI Working Paper Series in Economics and Finance 724, Stockholm School of Economics.
  2. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
  3. Strid, Ingvar & Walentin, Karl, 2008. "Block Kalman filtering for large-scale DSGE models," Working Paper Series 224, Sveriges Riksbank (Central Bank of Sweden).
  4. Ingvar Strid, 2006. "Parallel particle filters for likelihood evaluation in DSGE models: An assessment," Computing in Economics and Finance 2006 395, Society for Computational Economics.
  5. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2006. "Optimal Opportunistic Monetary Policy in a New-Keynesian Model," Research Papers in Economics 2006:8, Stockholm University, Department of Economics.
  6. Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid, 2006. "Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model," Computing in Economics and Finance 2006 392, Society for Computational Economics.

Articles

  1. Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.
  2. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2009. "Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation," Structural Change and Economic Dynamics, Elsevier, vol. 20(4), pages 288-300, December.
  3. Ingvar Strid & Karl Walentin, 2009. "Block Kalman Filtering for Large-Scale DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 277-304, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Strid, Ingvar & Giordani, Paolo & Kohn, Robert, 2010. "Adaptive hybrid Metropolis-Hastings samplers for DSGE models," SSE/EFI Working Paper Series in Economics and Finance 724, Stockholm School of Economics.

    Cited by:

    1. Edward P. Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
    2. Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas, 2012. "Estimating discrete Markov models from various incomplete data schemes," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2609-2625.
    3. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021. "Estimating DSGE Models: Recent Advances and Future Challenges," Annual Review of Economics, Annual Reviews, vol. 13(1), pages 229-252, August.
    4. Negro, Marco Del & Schorfheide, Frank, 2013. "DSGE Model-Based Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 57-140, Elsevier.

  2. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.

    Cited by:

    1. Edward P. Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.

  3. Strid, Ingvar & Walentin, Karl, 2008. "Block Kalman filtering for large-scale DSGE models," Working Paper Series 224, Sveriges Riksbank (Central Bank of Sweden).

    Cited by:

    1. Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.
    2. Ankargren, Sebastian & Jonéus, Paulina, 2021. "Simulation smoothing for nowcasting with large mixed-frequency VARs," Econometrics and Statistics, Elsevier, vol. 19(C), pages 97-113.
    3. Edward P. Herbst, 2012. "Using the \"Chandrasekhar Recursions\" for likelihood evaluation of DSGE models," Finance and Economics Discussion Series 2012-35, Board of Governors of the Federal Reserve System (U.S.).
    4. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
    5. Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.

  4. Ingvar Strid, 2006. "Parallel particle filters for likelihood evaluation in DSGE models: An assessment," Computing in Economics and Finance 2006 395, Society for Computational Economics.

    Cited by:

    1. Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.
    2. Andreasen, Martin M., 2011. "Non-linear DSGE models and the optimized central difference particle filter," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1671-1695, October.
    3. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
    4. Martin Møller Andreasen, 2008. "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers 2008-33, Department of Economics and Business Economics, Aarhus University.
    5. Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers 2010-05, Department of Economics and Business Economics, Aarhus University.

  5. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2006. "Optimal Opportunistic Monetary Policy in a New-Keynesian Model," Research Papers in Economics 2006:8, Stockholm University, Department of Economics.

    Cited by:

    1. Luigi MARATTIN & Massimiliano MARZO & Paolo ZAGAGLIA, 2010. "Distortionary Tax Instruments and Implementable Monetary Policy," EcoMod2010 259600110, EcoMod.
    2. L. Marattin & S. Salotti, 2009. "The Response of Private Consumption to Different Public Spending Categories: VAR Evidence from UK," Working Papers 670, Dipartimento Scienze Economiche, Universita' di Bologna.
    3. Paolo Zagaglia, 2007. "Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 121-138, Autumn.

Articles

  1. Strid, Ingvar, 2010. "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2814-2835, November.

    Cited by:

    1. Edward P. Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
    2. Sergei Seleznev, 2016. "Solving DSGE models with stochastic trends," Bank of Russia Working Paper Series wps15, Bank of Russia.
    3. Mahani, Alireza S. & Sharabiani, Mansour T.A., 2015. "SIMD parallel MCMC sampling with applications for big-data Bayesian analytics," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 75-99.
    4. White, Gentry & Porter, Michael D., 2014. "GPU accelerated MCMC for modeling terrorist activity," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 643-651.

  2. Ingvar Strid & Karl Walentin, 2009. "Block Kalman Filtering for Large-Scale DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 33(3), pages 277-304, April.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (4) 2006-10-07 2007-03-03 2008-12-07 2010-02-27
  2. NEP-ECM: Econometrics (3) 2008-07-14 2008-12-07 2010-02-27
  3. NEP-CMP: Computational Economics (2) 2008-12-07 2010-02-27
  4. NEP-DGE: Dynamic General Equilibrium (2) 2008-07-14 2010-02-27
  5. NEP-MAC: Macroeconomics (2) 2006-10-07 2007-03-03
  6. NEP-MON: Monetary Economics (2) 2006-10-07 2007-03-03
  7. NEP-ETS: Econometric Time Series (1) 2008-07-14
  8. NEP-ORE: Operations Research (1) 2008-07-14

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