A quasi-Bayesian local likelihood method for modelling parameter time variation in DSGE models

Katerina Petrova, Ana Galvão, Luidas Giraitis, George Kapetanios

Research output: Working paper

Original language	English
Publication status	Submitted - 1 Dec 2017

Name	Submitted

Cite this

@techreport{67599b632b03412394f3686a656e01c7,

title = "A quasi-Bayesian local likelihood method for modelling parameter time variation in DSGE models",

author = "Katerina Petrova and Ana Galv{\~a}o and Luidas Giraitis and George Kapetanios",

year = "2017",

month = dec,

day = "1",

language = "English",

series = "Submitted",

type = "WorkingPaper",

}