Block Kalman filtering for large-scale DSGE models

Computational Economics

Volumn 33, Issue 3, 2009, Pages 277-304

  Strid, Ingvar ^a   Walentin, Karl ^b  

^a STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

^b Research Department   (Sweden)

Author keywords

Algorithm; Bayesian estimation; DSGE model; Fortran; Kalman filter; Matlab

Indexed keywords

EID: 61349108750     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-008-9160-4     Document Type: Article

References (9)

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