论文信息 - Stochastic Differential Equations

Stochastic Differential Equations

DEL NEGRO, M., AND F. SCHORFHEIDE (2004): “Priors from General Equilibrium Models for VARs,” International Economic Review, 45, 643–673. DEL NEGRO, M., F. SCHORFHEIDE, F. SMETS, AND R. WOUTERS (2007): “On the Fit and Forecasting Performance of New Keynesian Models,” Journal of Business and Economic Statistics, 25(2), 123–162. DOUCET, A., AND A. N. JOHANSEN (2008): “A Tutorial on Particle Filtering and Smoothing: Fifteen years later,” Discussion paper, Oxford University, http://www.stats.ox.ac. uk/~doucet/doucet_johansen_tutorialPF2011.pdf.

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