The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
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下载链接：
https://www.nber.org/papers/w18983
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资源简介：
This paper studies the pruned state-space system for higher-order approximations to the solutions of DSGE models. For second- and third-order approximations, we derive the statistical properties of this system and provide closed-form expressions for first and second unconditional moments and impulse
提供机构：
美国国家经济研究局
创建时间：
2013-04-01
