Block Kalman filtering for large-scale DSGE models (Q1038766)
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scientific article; zbMATH DE number 5636328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Block Kalman filtering for large-scale DSGE models |
scientific article; zbMATH DE number 5636328 |
Statements
Block Kalman filtering for large-scale DSGE models (English)
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20 November 2009
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Kalman filter
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DSGE model
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Bayesian estimation
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algorithm
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Fortran
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Matlab
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