Online estimation of DSGE models

DOI10.1093/ECTJ/UTAA029OpenAlexW4285652002MaRDI QIDQ5083246

Marco Del Negro, Frank Schorfheide, Ethan Matlin, Edward Herbst, Michael Cai, Reca Sarfati

Publication date: 22 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w26826.pdf

zbMATH Keywords

adaptive algorithmsBayesian inferencesequential Monte Carlo methodsonline estimationdensity forecasts

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Global robust Bayesian analysis in large models

This page was built for publication: Online estimation of DSGE models