2009-05-30から1日間の記事一覧

Yano, (2009), "Dynamic Stochastic General Equilibrium Models In a Liquidity Trap and Self-Organizing State Space Modeling"

I revised my discussion paper, which estimates dynamic stochastic general equilibrium models in a liquidity trap. My method is based on the Monte Carlo particle filter, proposed by Kitagawa (1996) and Gordon et al. (1993), and a self-organ…