An auxiliary particle filter for nonlinear dynamic equilibrium models
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DOI: 10.1016/j.econlet.2016.04.020
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More about this item
Keywords
DSGE model; Auxiliary particle filter; Bayesian estimation;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
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