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Found 3 results for '"Quasi-optimal filtering"', showing 1-3
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1. Stelios D. Bekiros & Alessia Paccagnini (2015): Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs

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   We apply advanced Bayesian and quasi-optimal filtering techniques in estimating and forecasting the models.
   RePEc:ucn:oapubs:10197/7333  Save to MyIDEAS
2. Bekiros, Stelios D. & Paccagnini, Alessia (2015): Macroprudential Policy And Forecasting Using Hybrid Dsge Models With Financial Frictions And State Space Markov-Switching Tvp-Vars

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   We apply advanced Bayesian and quasi-optimal filtering techniques in estimating and forecasting the models.
   RePEc:cup:macdyn:v:19:y:2015:i:07:p:1565-1592_00  Save to MyIDEAS
3. Maral Kichian (2000): GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide

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   For these purposes, the authors modified the usual Kalman filter and developed an approximate (or quasi-optimal) filter to estimate these models.
   RePEc:bca:bocawp:00-2  Save to MyIDEAS