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Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints 智库出版物
2020
作者:  S. Borağan Aruoba;  Pablo Cuba-Borda;  Kenji Higa-Flores;  Frank Schorfheide;  Sergio Villalvazo
Adobe PDF(822Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2022/10/09
DP15388 Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints 智库出版物
2020
作者:  Borağan Aruoba;  Pablo Cuba-Borda;  Kenji Hilga-Flores;  Frank Schorfheide;  Sergio Villalvazo
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Bayesian estimation  Effective lower bound on nominal interest rates  Nonlinear filtering  Nonlinear solution methods  Particle mcmc  
Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries 智库出版物
2013
作者:  S. Borağan Aruoba;  Pablo Cuba-Borda;  Frank Schorfheide
收藏  |  浏览/下载：0/0  |  提交时间：2022/10/08