Estimation and Filtering of Nonlinear MS-DSGE Models-Reference-Cited by-同舟云学术

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Estimation and Filtering of Nonlinear MS-DSGE Models

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ivashchenko Sergey

Publisher

Elsevier BV

Reference14 articles.

1. Sigma point filters for dynamic nonlinear regime switching models // No 2015/10, Working Paper from Norges Bank Collard;A Binning;Journal of Economic Dynamics and Control,2001

2. Perturbation methods for Markov-switching DSGE models // No 2014-16, FRB Atlanta Working Paper from Federal Reserve Bank of;A Foerster;Atlanta Ivashchenko S,2014

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Switching volatility in a nonlinear open economy;Journal of International Money and Finance;2021-02

2. Forecasting with Second-Order Approximations and Markov-Switching DSGE Models;Computational Economics;2019-11-04

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