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DP9130 Estimating Dynamic Equilibrium Models with Stochastic Volatility 智库出版物
2012
作者:  Juan Francisco Rubio-Ramírez;  Jesus Fernandez-Villaverde;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian methods  Dynamic equilibrium models  Parameter drifting  stochastic volatility  
DP7813 Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data 智库出版物
2010
作者:  Juan Francisco Rubio-Ramírez;  Jesus Fernandez-Villaverde;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bayesian methods  Dsge models  Parameter drifting  stochastic volatility  
DP7812 Reading the Recent Monetary History of the U.S., 1959-2007 智库出版物
2010
作者:  Juan Francisco Rubio-Ramírez;  Jesus Fernandez-Villaverde;  Pablo A. Guerron-Quintana
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian methods  Dsge models  Parameter drifting  stochastic volatility