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 2024-12-19 19:48:02 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

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

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

Presentations

Solving Linear DSGE Models with Newton Methods

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

Econometric Society General Sponsors

Amazon science

BlackRock

D E Shaw & Co

Two sigma

Yale Economic Growth Center