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Robot control / Control theory / Computational statistics / Electronic engineering / Linear filters / Particle filter / Dynamic stochastic general equilibrium / Kalman filter / Auxiliary particle filter / Statistics / Estimation theory / Monte Carlo methods


A Note on Particle Filters Applied to DSGE Models
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Document Date: 2012-07-04 15:10:37


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File Size: 430,12 KB

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Central do / /

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GPU / /

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United States / Brazil / /

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statistical tool / empirical applications / closed form solution / non-linear solution / important tool / /

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Central Bank of Brazil / Banco Central do Brasil / UFRGS / Research Department / /

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Carlos Hamilton Vasconcelos Araújo / Pablo Guerrón-Quintana / Hernán D. Seoane / Juan RubioRamírez / Adriana Soares / Benjamin Miranda Tabak / Jane Sofia Moita / /

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author / editor / Governor / Deputy Governor for Economic Policy / researcher / workingpaper@bcb.gov.br Editor / theoretical model / calibration and solution method / Head / Dynamic Stochastic General / Editorial Assistant / /

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iRiver E30 Portable Audio Device / /

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simulation / /

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