Estimating Nonlinear Economic Models Using Surrogate Transitions
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References listed on IDEAS
- Renate Meyer & David A. Fournier & Andreas Berg, 2003. "Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 408-420, December.
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- repec:aea:aecrev:v:107:y:2017:i:7:p:1971-2006 is not listed on IDEAS
- Bidder, Rhys & Smith, Matthew E., 2013. "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series 2013-28, Federal Reserve Bank of San Francisco, revised 23 Sep 2015.
- Christopher Gust & Edward Herbst & David López-Salido & Matthew E. Smith, 2017.
"The Empirical Implications of the Interest-Rate Lower Bound,"
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- Gust, Christopher & López-Salido, J David & Smith, Matthew E, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," CEPR Discussion Papers 9214, C.E.P.R. Discussion Papers.
- Gust, Christopher J. & Lopez-Salido, J. David & Smith, Matthew E. & Herbst, Edward, 2012. "The Empirical Implications of the Interest-Rate Lower Bound," Finance and Economics Discussion Series 2012-83, Board of Governors of the Federal Reserve System (U.S.), revised Jan 2016.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-13 (All new papers)
- NEP-ECM-2013-04-13 (Econometrics)
- NEP-ETS-2013-04-13 (Econometric Time Series)
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