Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 109
Issue: 3
Pages: 142-143

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper derives a method for constructing the likelihood function of a general class of linearized dynamic general equilibrium models that does not require the application of the Kalman filter. The method easily handles models in which variables are observed with error.

Technical Details

RePEc Handle
repec:eee:ecolet:v:109:y:2010:i:3:p:142-143
Journal Field
General
Author Count
2
Added to Database
2026-01-29