20th Street and Constitution Avenue NW
Washington, DC 20551
United States
Board of Governors of the Federal Reserve System
SSRN RANKINGS
in Total Papers Citations
Vector Autoregressions, Sequential Monte Carlo, Regime-Switching Models, Bayesian Analysis
adaptive algorithms, Bayesian inference, density forecasts, online estimation, sequential Monte Carlo methods
Zero lower bound, DSGE model, Bayesian estimation
Local projections; Bias
Bayesian Analysis, DSGE Models, Monte Carlo Methods, Parallel Computing
Bayesian Analysis, DSGE Models, Nonlinear Filtering, Monte Carlo Methods
Disagreement, Forecast Dispersion, Heterogeneous Expectations, Noisy Information, Dynamic Factor Model
Finite-horizon planning; Learning; Monetary policy; New keynesian model; Bayesian estimation
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Kalman filter, likelihood estimation, computational techniques
Adaptive algorithms; Bayesian inference; Density forecasts; Online estimation; Sequential Monte Carlo methods