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SpringerLink电子期刊(77)
在“
SpringerLink电子期刊
”中,
命中:
77
条,耗时:小于0.01 秒
在所有数据库中总计命中:
77
条
1.
Herbst, P. Edward and Schorfheide, Frank: Bayesian estimation of
DSGE
models
作者:
Alexander Kriwoluzky
刊名:Journal of Economics
出版年:2017
2.
Hybrid Perturbation-Projection Method for Solving
DSGE
Asset Pricing Models
作者:
Yuanyuan Chen
;
Stuart Fowler
关键词:
Perturbation
;
Projection
;
Value function iteration
;
DSGE
model
刊名:Computational Economics
出版年:2016
3.
DSGE
priors for BVAR models
作者:
Thomai Filippeli
;
Konstantinos Theodoridis
关键词:
BVAR
;
DSGE
;
Marginal
;
likelihood evaluation
;
Predictive density evaluation
;
Quasi
;
Bayesian
DSGE
estimation
;
C11
;
C13
;
C32
;
C52
刊名:Empirical Economics
出版年:2015
4.
Testing Macro Models by Indirect Inference: A Survey for Users
作者:
Vo Phuong Mai Le
;
David Meenagh
;
Patrick Minford
;
Michael Wickens…
关键词:
Bootstrap
;
DSGE
;
New Keynesian
;
New classical
;
Indirect inference
;
Wald statistic
;
Likelihood ratio
;
C12
;
C32
;
C52
;
E1
刊名:Open Economies Review
出版年:2016
5.
How Good are Out of Sample Forecasting Tests on
DSGE
Models?
作者:
Patrick Minford
;
Yongdeng Xu
;
Peng Zhou
关键词:
Out of sample forecasts
;
DSGE
;
VAR
;
Specification tests
;
Indirect inference
;
Forecast performance
;
E10
;
E17
刊名:Italian Economic Journal
出版年:2015
6.
Property protection, financial constraints and economic growth
作者:
Yi Yang 替焿/a>
;
Renwen Lin 林仁政/a>
关键词:
external financing
;
property rights protection
;
economy growth
;
dynamic stochastic general equilibrium (
DSGE
)
刊名:Journal of Shanghai Jiaotong University (Science)
出版年:2016
7.
Tractable Latent State Filtering for Non-Linear
DSGE
Models Using a Second-Order Approximation and Pruning
作者:
Robert Kollmann
关键词:
Latent state filtering
;
DSGE
model estimation
;
Second
;
order approximation
;
Pruning
;
Quadratic Kalman filter
;
C63
;
C68
;
E37
刊名:Computational Economics
出版年:2015
8.
Truth or precision? Some reflections on the economists’ failure to predict the financial crisis
作者:
Nicola Giocoli
关键词:
Macroeconomic forecasts
;
Hayek
;
Pattern predictions
;
Financial crisis
;
DSGE
models
刊名:The Review of Austrian Economics
出版年:2016
9.
Using the “Chandrasekhar Recursions-for Likelihood Evaluation of
DSGE
Models
作者:
Edward Herbst
关键词:
Kalman Filter
;
Likelihood estimation
;
Computational techniques
;
C18
;
C63
;
E20
刊名:Computational Economics
出版年:2015
10.
Monetary policy shocks and Cholesky VARs: an assessment for the Euro area
作者:
Efrem Castelnuovo
关键词:
Monetary policy shocks
;
Cholesky VARs
;
Dynamic stochastic general equilibrium models
;
Bayesian estimation
;
Euro area
;
C22
;
E47
;
E52
刊名:Empirical Economics
出版年:2016
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