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Publications by Kai Christoffel
Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models With Applications to DSGE, DSGE-VAR, and VAR Models
Journal of Applied Econometrics
Economics
Econometrics
Social Sciences
The Role of Labor Markets for Euro Area Monetary Policy
Working paper (Federal Reserve Bank of Philadelphia)
Related publications
DSGE Models With Student-tErrors
Econometric Reviews
Economics
Econometrics
Bayesian Estimation of DSGE Models
Bayesian Estimation of DSGE Models
SSRN Electronic Journal
Perspectival Representation in DSGE Models
Economics and Business Review
Piecewise-Linear Approximations and Filtering for DSGE Models With Occasionally Binding Constraints
International Finance Discussion Paper
Piecewise-Linear Approximations and Filtering for DSGE Models With Occasionally Binding Constraints
Working paper (Federal Reserve Bank of Philadelphia)
Marginalized Particle Filters for Mixed Linear/Nonlinear State-Space Models
IEEE Transactions on Signal Processing
Electronic Engineering
Signal Processing
Electrical
Solution-Driven Specification of DSGE Models
SSRN Electronic Journal
Data-Rich DSGE and Dynamic Factor Models
IMF Working Papers
