Block Kalman Filtering for Large-Scale DSGE Models

Ingvar Strid () and Karl Walentin

Computational Economics, 2009, vol. 33, issue 3, 277-304

Keywords: Kalman filter; DSGE model; Bayesian estimation; Algorithm; Fortran; Matlab; C11; C13; C63 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10614-008-9160-4

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