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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:6/0  |  提交时间:2022/09/22
Bayesian computations  Dynamic stochastic general equilibrium models  Sequential monte carlo  stochastic volatility  Vector autoregressions  
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:5/0  |  提交时间:2022/09/22
Bayesian inference  Effective lower bound  Limited dependent variables  Sequential monte carlo methods  Structural vars  Shadow rate  
DP6361 Productivity Effects of International Outsourcing:Evidence from Plant Level Data 智库出版物
2007
作者:  Eric Strobl;  Holger Görg;  Aoife Hanley
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Dsge models  Inflation persistence  Second order approximations  Sequential monte carlo  Bayesian estimation