Concepedia

Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan

Hirokuni Iiboshi, Mototsugu Shintani, Kōzō Ueda

SSRN Electronic Journal · 2018 · 12 citations · 39 references

DOIFull text

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Concepts

References

39

INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY

Michael Woodford, Carl E. Walsh · Macroeconomic Dynamics · 2005 · 5.8K citations

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Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

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Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

Frank Smets, Rafael Wouters · American Economic Review · 2007 · 4.7K citations

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Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa · Journal of Computational and Graphical Statistics · 1996 · 2.2K citations

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Particle Markov Chain Monte Carlo Methods

Christophe Andrieu, Arnaud Doucet, Roman Holenstein · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2010 · 2.1K citations · Full text

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