DSGE and State Space Models

ESEM
Presenter(s) Type Archive date Archive time Length
Johanna Saecker
Nikolay Iskrev
Gaygysyz Guljanov
Contributed Sessions
30/08/23
16:30 CEST
75 mins
Presenter(s)
Type
Archive date
30/08/23
Archive time
16:30 CEST
Length
75 mins

Papers

(Listed in order of presenters above)

Solving Linear DSGE Models with Newton Methods

Spectral decomposition of the information about latent variables in dynamic macroeconomic models

Pruned Skewed Kalman Filter and Smoother: With Applications to the Yield Curve and Asymmetric Monetary Policy Shocks