Blar i Norges Banks vitenarkiv på forfatter "Hashimzade, Nigar"
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On Bayesian filtering for Markov regime switching models
Hashimzade, Nigar; Kirsanov, Oleg; Kirsanova, Tatiana; Maih, Junior (Working paper;8/2024, Working paper, 2024)This paper presents a framework for empirical analysis of dynamic macroeconomic models using Bayesian filtering, with a specific focus on the state-space formulation of Dynamic Stochastic General Equilibrium (DSGE) models ...