Browsing Economic and Management Sciences by Subject "Quadratic Kalman filter"

Browsing Economic and Management Sciences by Subject "Quadratic Kalman filter"

Sort by: Order: Results:

  • Forecasting using a nonlinear DSGE model 
    Ivashchenko, Sergey; Gupta, Rangan (Sciendo, 2018)
    A medium-scale nonlinear dynamic stochastic general equilibrium (DSGE) model was estimated (54 variables, 29 state variables, 7 observed variables). The model includes an observed variable for stock market returns. The ...