Add to ORKGThis article describes a new approximation method for dynamic stochastic general equilibrium (DSGE) models. The method allows nonlinear models to be estimated efficiently and relatively quickly with the fully-adapted particle filter. The article demonstrates the method by estimating, on US data, a nonlinear New Keynesian model with a zero lower bound on the nominal interest rate
Abstract: This paper focuses on the dynamic misspecification that characterizes the class of small-...
EnWe estimate the approximate nonlinear solution of a small DSGE model on euro area data, using the ...
A medium-scale nonlinear dynamic stochastic general equilibrium (DSGE) model was estimated (54 varia...
This article describes a new approximation method for dynamic stochastic general equilibrium (DSGE) ...
This paper discusses a tractable approach for computing the likelihood function of non-linear Dynami...
In this paper we study the e®ects of nonlinearities on the forecast- ing performance of a dynamic st...
Structural models -- that is, statistical models of the macroeconomy which incorporate an underlying...
We introduce a nonlinear infinite moving average as an alternative to the standard state-space polic...
This paper studies the application of the simulated method of moments (SMM) for the estimation of no...
How can parameter estimates be biased in a dynamic stochastic general equilibrium model that omits n...
Chapter 1 “Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model”: We take a standard New...
1. Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero...
Many algorithms that provide approximate solutions for dynamic stochastic general equilibrium (DSGE)...
The 2008 financial crisis has highlighted the importance of nonlinear features of our economy includ...
This paper develops a novel approach for estimating latent state variables of Dynamic Stochastic Gen...
Abstract: This paper focuses on the dynamic misspecification that characterizes the class of small-...
EnWe estimate the approximate nonlinear solution of a small DSGE model on euro area data, using the ...
A medium-scale nonlinear dynamic stochastic general equilibrium (DSGE) model was estimated (54 varia...
This article describes a new approximation method for dynamic stochastic general equilibrium (DSGE) ...
This paper discusses a tractable approach for computing the likelihood function of non-linear Dynami...
In this paper we study the e®ects of nonlinearities on the forecast- ing performance of a dynamic st...
Structural models -- that is, statistical models of the macroeconomy which incorporate an underlying...
We introduce a nonlinear infinite moving average as an alternative to the standard state-space polic...
This paper studies the application of the simulated method of moments (SMM) for the estimation of no...
How can parameter estimates be biased in a dynamic stochastic general equilibrium model that omits n...
Chapter 1 “Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model”: We take a standard New...
1. Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero...
Many algorithms that provide approximate solutions for dynamic stochastic general equilibrium (DSGE)...
The 2008 financial crisis has highlighted the importance of nonlinear features of our economy includ...
This paper develops a novel approach for estimating latent state variables of Dynamic Stochastic Gen...
Abstract: This paper focuses on the dynamic misspecification that characterizes the class of small-...
EnWe estimate the approximate nonlinear solution of a small DSGE model on euro area data, using the ...
A medium-scale nonlinear dynamic stochastic general equilibrium (DSGE) model was estimated (54 varia...