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Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models

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Author Info
Gary S. Anderson
Abstract

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Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 250.

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Date of creation: 01 Aug 2003
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Handle: RePEc:sce:scecf3:250

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Related research
Keywords: particle filters MCMC rational expectations models;

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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This page was last updated on 2009-12-28.

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