am-data.txt
Creators:
Martin M. Andreasen
From the dataset abstract
This paper introduces a quasi maximum likelihood approach based on the central difference Kalman filter to estimate non-linear dynamic stochastic general equilibrium (DSGE) models with...
Source: NON-LINEAR DSGE MODELS AND THE CENTRAL DIFFERENCE KALMAN FILTER (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0e8ae435-19b0-485d-a739-d97c2f663194/resource/0f273e25-c148-4116-b94c-b9d676af35e0/download/am-data.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
