... | ... | @@ -35,7 +35,7 @@ Dynare 4.7 |
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- Implementation of the Occbin algorithm by Guerrieri and Iacoviello (2015) (#569,
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preprocessor#68), together with the inversion filter of Cuba-Borda,
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Guerrieri, and Iacoviello (2019) and the piecewise Kalman filter of Giovannini,
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Guerrieri, Iacoviello, and Zhong (2019) and the piecewise Kalman filter of Giovannini,
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Pfeiffer, and Ratto (2021) (!1876). It is available via the new block
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`occbin_constraints` and the new commands `occbin_setup`, `occbin_solver`,
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`occbin_graph` and `occbin_write_regimes`.
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of the new ECB semi-structural model for the euro area”, ECB Working Paper no. 2315
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- Born and Pfeifer (2014): “Policy risk and the business cycle”, Journal of Monetary Economics, 68, 68-85.
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- Brayton, Laubach and Reifschneider (2014): “The FRB/US Model: A Tool for Macroeconomic Policy Analysis,” FEDS Notes. Washington: Board of Governors of the Federal Reserve System, https://doi.org/10.17016/2380-7172.0012
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- Cuba-Borda, Guerrieri and Iacoviello (2019): “Likelihood evaluation of models with occasionally binding constraints”, Journal of Applied Econometrics, 34(7), 1073-1085
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- Cuba-Borda, Guerrieri, Iacoviello, and Zhong (2019): “Likelihood evaluation of models with occasionally binding constraints”, Journal of Applied Econometrics, 34(7), 1073-1085
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- Giovannini, Pfeiffer and Ratto (2021): “Efficient and robust inference of models with occasionally binding constraints,” Working Papers 2021-03, Joint Research Centre, European Commission
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- Guerrieri and Iacoviello (2015): “OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily,” Journal of Monetary Economics, 70, 22–38.
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- Mutschler (2018): “Higher-order statistics for DSGE models”, Econometrics and Statistics, 6(C), 44-56.
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