Department of Economics and Business Economics

The pruned state-space system for non-linear DSGE models: Theory and empirical applications

Research output: Research - peer-reviewJournal article

DOI

  • Martin M. Andreasen
  • Jesús Fernández-Villaverde
    Jesús Fernández-Villaverde
  • Juan F. Rubio-Ramírez
    Juan F. Rubio-Ramírez
Original languageEnglish
JournalReview of Economic Studies
Volume85
Issue number1
Pages (from-to)1-49
Number of pages49
ISSN0034-6527
DOIs
StatePublished - 1 Jan 2018

    Research areas

  • Epstein-Zin preferences, Feedback-effects from long-term bonds, Higher-order perturbation approximation, Yield curve

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