Euro area inflation persistence in an estimated nonlinear DSGE model

Journal of Economic Dynamics and Control

Volumn 34, Issue 10, 2010, Pages 1837-1858

  Amisano, Gianni ^a,b   Tristani, Oreste ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITY OF BRESCIA   (Italy)

Author keywords

Bayesian estimation; DSGE models; Inflation persistence; Second order approximations; Sequential Monte Carlo

Indexed keywords

EID: 77956885689     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2010.05.001     Document Type: Article

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