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Tractable latent state filtering for non-linear DSGE models using a second-order approximation : international macroeconomics

Robert Miguel W. K. Kollmann

Publication Data

Title Tractable latent state filtering for non-linear DSGE models using a second-order approximation : international macroeconomics
Author Robert Miguel W. K. Kollmann
Contributor Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2013
Publication location London
Language English

Topics

Econometric models
Equilibrium (Economics) :: Mathematics
Latent variables
Stochastic approximation

Catalogue Data

OBNB ID GBB5F5913
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.01519623

ISBD

P1053 19 pages
P1042 Includes bibliographical references.

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Tractable latent state filtering for non-linear DSGE models using a second-order approximation : international macroeconomics by Robert Miguel W. K. Kollmann. Published by Centre for Economic Policy Research in 2013. Publication and catalogue information, links to buy online and reader comments.