Estimation of continuous-time linear DSGE models from discrete-time measurements (Q6664659)
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scientific article; zbMATH DE number 7968523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of continuous-time linear DSGE models from discrete-time measurements |
scientific article; zbMATH DE number 7968523 |
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Estimation of continuous-time linear DSGE models from discrete-time measurements (English)
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16 January 2025
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DSGE models
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continuous time
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exact discrete-time state space representation
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local identification
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structural shocks
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stock and flow variables
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mixed frequency data
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