Estimating the State Vector of Linearized DSGE Models without the Kalman Filter

Robert Kollmann ()

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: DSGE Models; Kalman Filter; smoothing (search for similar items in EconPapers)
JEL-codes: C32 C68 E37 (search for similar items in EconPapers)
Pages: 3 p.
Date: 2013-01
New Economics Papers: this item is included in nep-dge, nep-ecm, nep-ets and nep-mac
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Estimating the state vector of linearized DSGE models without the Kalman filter (2013)
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