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This paper presents a framework for empirical analysis of dynamic macroeconomic models using Bayesian filtering, with a specific focus on the state-space formulation of Dynamic Stochastic General Equilibrium (DSGE) models with multiple regimes. We ou
Externí odkaz:
http://arxiv.org/abs/2402.08051
Publikováno v:
In Journal of Macroeconomics December 2021 70
Publikováno v:
In Journal of Economic Dynamics and Control December 2021 133
Publikováno v:
In Energy Economics April 2021 96
Publikováno v:
American Economic Journal: Macroeconomics, 2018 Oct 01. 10(4), 128-151.
Externí odkaz:
https://www.jstor.org/stable/26528457
Publikováno v:
神戸大学経済学研究科 Discussion Paper. 2212:1-18
Autor:
Gustafsson, Johan1 johan.a.gustafsson@umu.se, Xiaofei Ma2 xiaofei.ma@essca.fr, Maih, Junior3 junior.maih@norges-bank.no, Vesterberg, Mattias1 mattias.vesterberg@umu.se
Publikováno v:
Norges Bank: Working Papers. 2/12/2024, Issue 3, preceding p1-47. 48p.