Estimation of DSGE models with the effective lower bound-Reference-Cited by-同舟云学术

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Estimation of DSGE models with the effective lower bound

Published:2024-01 Issue: Volume:158 Page:104784
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Boehl Gregor^ORCID,Strobel Felix

Funder

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference60 articles.

1. Macroeconomic dynamics near the ZLB: a tale of two countries;Aruoba;Rev. Econ. Stud.,2018

2. Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints;Aruoba;Rev. Econ. Dyn.,2021

3. The zero lower bound and estimation accuracy;Atkinson;J. Monet. Econ.,2020

4. The financial accelerator in a quantitative business cycle framework;Bernanke;Handb. Macroecon.,1999

5. Sigma point filters for dynamic nonlinear regime switching models;Binning,2015

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1. The empirical performance of the financial accelerator since 2008;Journal of Economic Dynamics and Control;2024-10

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3. A Structural Investigation of Quantitative Easing;The Review of Economics and Statistics;2022-05-12

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