DSGE and State Space Models

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Johanna Saecker Nikolay Iskrev Gaygysyz Guljanov Contributed Sessions 30/08 16:30 CEST
75
mins
Gaygysyz Guljanov
40,113
Add to Calendar 2023-08-30 16:30:00 2024-04-18 16:51:12 EEA-ESEM 2023: DSGE and State Space Models. Room: 40,113 EEA-ESEM 2023 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Solving Linear DSGE Models with Newton Methods

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Spectral decomposition of the information about latent variables in dynamic macroeconomic models

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Pruned Skewed Kalman Filter and Smoother: With Applications to the Yield Curve and Asymmetric Monetary Policy Shocks

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Presentations

Solving Linear DSGE Models with Newton Methods

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Spectral decomposition of the information about latent variables in dynamic macroeconomic models

Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve and Asymmetric Monetary Policy Shocks

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