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03
DEZ 2024
14:15 - 15:45

IWH Research Seminar

Efficient and Robust Inference of Models With Occasionally Binding Constraints

Wer
Marco Ratto (European Commission)
Wo
IWH, conference room and via Zoom

This paper proposes a piecewise-linear Kalman filter (PKF) to estimate DSGE models with occasionally binding constraints.

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