Estimation of DSGE models with the effective lower bound

DOI10.1016/J.JEDC.2023.104784MaRDI QIDQ6556137

Felix Strobel, Gregor Boehl

Publication date: 17 June 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

Bayesian estimationensemble Kalman filtereffective lower boundgreat recessionnonlinear likelihood inference

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Low-discrepancy and low-dispersion sequences
• Is Rotemberg pricing justified by macro data?
• Tempered particle filtering
• Efficient solution and computation of models with occasionally binding constraints
• Measuring the stance of monetary policy in zero lower bound environments
• DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS
• Bayesian Estimation of DSGE Models
• The Solution of Linear Difference Models under Rational Expectations
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
• What Explains the 2007-2009 Drop in Employment?
• Understanding the Ensemble Kalman Filter

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