Publication details

Time - variant Parameter Estimation by Bootstrap Filter

Investor logo
Authors

TONNER Jaromír VAŠÍČEK Osvald

Year of publication 2007
Type Article in Proceedings
Conference Mathematical Methods in Economics 2007
MU Faculty or unit

Faculty of Economics and Administration

Citation
Field Economy
Keywords Time-variant parameter estimation; Bootstrap filter; DSGE model; Linear rational expectations model
Description The analysis of time - variant parameter estimation by Bootstrap filter is presented in the contribution. Our motivation is to reliably identify substantial structural changes in economy via parameters changes. The results are shown on examples as well as on the real economic model.
Related projects:

You are running an old browser version. We recommend updating your browser to its latest version.

More info