Understanding DSGE Filters in Forecasting and Policy Analysis
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- Michal Andrle, 2013. "Understanding DSGE Filters in Forecasting and Policy Analysis," IMF Working Papers 13/98, International Monetary Fund.
References listed on IDEAS
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- Nicholas Sander, 2013. "Fresh perspectives on unobservable variables: Data decomposition of the Kalman smoother," Reserve Bank of New Zealand Analytical Notes series AN2013/09, Reserve Bank of New Zealand.
More about this item
Keywordsfilter; DSGE; state-space; observables decomposition; judgement;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-13 (All new papers)
- NEP-DGE-2012-10-13 (Dynamic General Equilibrium)
- NEP-ECM-2012-10-13 (Econometrics)
- NEP-ETS-2012-10-13 (Econometric Time Series)
- NEP-FOR-2012-10-13 (Forecasting)
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