Media type: E-Book Title: Online estimation of DSGE models Contributor: Cai, Michael [Author]; Del Negro, Marco [Author]; Herbst, Edward P. [Author]; Matlin, Ethan [Author]; Sarfati, Reca [Author]; Schorfheide, Frank [Author] Published: Philadelphia, PA: Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, July 22, 2019 Published in: Penn Institute for Economic Research: Working papers ; 2019,014 Extent: 1 Online-Ressource (circa 70 Seiten); Illustrationen Language: English Keywords: Adaptive algorithms ; Bayesian inference ; density forecasts ; online estimation ; sequential Monte Carlo methods ; Graue Literatur Origination: Footnote: Access State: Open Access