Euro area inflation persistence in an estimated nonlinear DSGE model
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Publication:602963
DOI10.1016/j.jedc.2010.05.001zbMath1231.91304OpenAlexW580105672MaRDI QIDQ602963
Gianni Amisano, Oreste Tristani
Publication date: 5 November 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://www.ecb.europa.eu//pub/pdf/scpwps/ecbwp754.pdf
Bayesian estimationsequential Monte CarloDSGE modelsinflation persistencesecond order approximations
Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Dynamic stochastic general equilibrium theory (91B51)
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Uses Software
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