Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
type: Item
instance of: scholarly article
title: Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
zbMATH Open document ID: 1364.91089
author: Alexander Meyer-Gohde
author: Daniel Neuhoff
published in: Economics Letters
publication date: 2017-06-09T00:00:00Z
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6728388
zbMATH Keywords: DSGE models
zbMATH Keywords: ARMA
zbMATH Keywords: VAR
zbMATH Keywords: likelihood function
describes a project that uses: Uhlig Toolkit
describes a project that uses: Gensys
MaRDI profile type: Publication
full work available at URL: j.econlet.2015.05.024
OpenAlex ID: W1842125053
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cites work: Q3795435
cites work: Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter
cites work: Solving linear rational expectations models
DOI: 10.1016/J.ECONLET.2015.05.024
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description: scientific article; zbMATH DE number 6728388