Department of Economics and Business Economics

Non-linear DSGE models and the optimized central difference particle filter

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Non-linear DSGE models and the optimized central difference particle filter. / Andreasen, Martin Møller.

In: Journal of Economic Dynamics and Control, Vol. 35, No. 10, 2011, p. 1671-1695.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Andreasen, MM 2011, 'Non-linear DSGE models and the optimized central difference particle filter', Journal of Economic Dynamics and Control, vol. 35, no. 10, pp. 1671-1695. https://doi.org/10.1016/j.jedc.2011.04.007

APA

Andreasen, M. M. (2011). Non-linear DSGE models and the optimized central difference particle filter. Journal of Economic Dynamics and Control, 35(10), 1671-1695. https://doi.org/10.1016/j.jedc.2011.04.007

CBE

Andreasen MM. 2011. Non-linear DSGE models and the optimized central difference particle filter. Journal of Economic Dynamics and Control. 35(10):1671-1695. https://doi.org/10.1016/j.jedc.2011.04.007

MLA

Andreasen, Martin Møller. "Non-linear DSGE models and the optimized central difference particle filter". Journal of Economic Dynamics and Control. 2011, 35(10). 1671-1695. https://doi.org/10.1016/j.jedc.2011.04.007

Vancouver

Andreasen MM. Non-linear DSGE models and the optimized central difference particle filter. Journal of Economic Dynamics and Control. 2011;35(10):1671-1695. https://doi.org/10.1016/j.jedc.2011.04.007

Author

Andreasen, Martin Møller. / Non-linear DSGE models and the optimized central difference particle filter. In: Journal of Economic Dynamics and Control. 2011 ; Vol. 35, No. 10. pp. 1671-1695.

Bibtex

@article{2ab76f0a3c774c7093bb12bdda049e95,
title = "Non-linear DSGE models and the optimized central difference particle filter",
author = "Andreasen, {Martin M{\o}ller}",
year = "2011",
doi = "10.1016/j.jedc.2011.04.007",
language = "English",
volume = "35",
pages = "1671--1695",
journal = "Journal of Economic Dynamics and Control",
issn = "0165-1889",
publisher = "Elsevier BV",
number = "10",

}

RIS

TY - JOUR

T1 - Non-linear DSGE models and the optimized central difference particle filter

AU - Andreasen, Martin Møller

PY - 2011

Y1 - 2011

U2 - 10.1016/j.jedc.2011.04.007

DO - 10.1016/j.jedc.2011.04.007

M3 - Journal article

VL - 35

SP - 1671

EP - 1695

JO - Journal of Economic Dynamics and Control

JF - Journal of Economic Dynamics and Control

SN - 0165-1889

IS - 10

ER -