Block Kalman Filtering for Large-Scale DSGE Models-Reference-Cited by-同舟云学术

Block Kalman Filtering for Large-Scale DSGE Models

Published:2008-10-17 Issue:3 Volume:33 Page:277-304
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Strid Ingvar,Walentin Karl

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/s10614-008-9160-4.pdf

Reference9 articles.

1. Adolfson M., Laséen S., Lindé J., Villani M. (2007a) Bayesian estimation of an open economy dsge model with incomplete pass-through. Journal of International Economics 72: 481–511

2. Adolfson M., Lindé J., Villani M. (2007b) Bayesian inference in dsge models—some comments. Econometric Reviews 26: 173–185

3. An, S. (2005). Bayesian estimation of dsge models: Lessons from second-order approximations. Working Paper, University of Pennsylvania.

4. Azzini, I., Girardi, R., & Ratto, M. (2007). Paralellization of Matlab codes under Windows platform for bayesian estimation: A Dynare application. Manuscript, European Commission.

5. Christoffel, K., Coenen, G., & Warne, A. (2007). Conditional versus unconditional forecasting with the new area-wide model of the euro area. Mimeo, ECB.

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