G2TT

浏览/检索结果: 共3条,第1-3条 帮助

已选(0)清除 条数/页:   排序方式:
DP17035 Sequential Monte Carlo With Model Tempering 智库出版物
2022
作者:  Marko Mlikota;  Frank Schorfheide
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian computations  Dynamic stochastic general equilibrium models  Sequential monte carlo  stochastic volatility  Vector autoregressions  
SVARs With Occasionally-Binding Constraints 智库出版物
2021
作者:  S. Borağan Aruoba;  Marko Mlikota;  Frank Schorfheide;  Sergio Villalvazo
Adobe PDF(1291Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
DP15923 SVARs With Occasionally-Binding Constraints 智库出版物
2021
作者:  Borağan Aruoba;  Marko Mlikota;  Frank Schorfheide;  Sergio Villalvazo
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian inference  Effective lower bound  Limited dependent variables  Sequential monte carlo methods  Structural vars  Shadow rate