Online Estimation of DSGE Models
收藏NBER2020-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w26826
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资源简介：
This paper illustrates the usefulness of sequential Monte Carlo (SMC) methods in approximating DSGE model posterior distributions. We show how the tempering schedule can be chosen adaptively, document the accuracy and runtime benefits of generalized data tempering for online estimation (that is, re
提供机构：
美国国家经济研究局
创建时间：
2020-03-01
