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DP13911 A Structural Model for the Coevolution of Networks and Behavior 智库出版物
2019
作者:  Michael König;  Chih-Sheng Hsieh;  Xiaodong Liu
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Strategic network formation  Network interactions  Stochastic best-response dynamics  Unobserved heterogeneity  Double metropolis-hastings algorithm  R&d collaboration networks  Key players  
DP11032 Solution and Estimation Methods for DSGE Models 智库出版物
2015
作者:  Juan Francisco Rubio-Ramírez;  Frank Schorfheide;  Jesus Fernandez-Villaverde
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Approximation error analysis  Bayesian inference  Dsge model  Frequentist inference  Gmm estimation  Impulse response function matching  Likelihood-based inference  Metropolis-hastings algorithm  Minimum distance estimation  Particle filter  
DP10022 Estimating overidentified, non-recursive, time varying coefficients structural VARs 智库出版物
2014
作者:  Fabio Canova
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Identification restrictions  Metropolis algorithm  Monetary transmission mechanism.  Time-varying coefficient structural var models