Nathaniel Throckmorton

affiliation not provided to SSRN

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The Accuracy of Linear and Nonlinear Estimation in the Presence of the Zero Lower Bound

FRB of Dallas Working Paper No. 1804
Number of pages: 32 Posted: 13 Jun 2018
Tyler Atkinson, Alexander Richter and Nathaniel Throckmorton
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas and affiliation not provided to SSRN
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Abstract:

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Bayesian estimation, nonlinear solution, particle filter, unscented Kalman filter