Mohlstr. 36
72074 Tuebingen, Baden Wuerttemberg 72074
Germany
University of Tuebingen - Department of Economics
Interstate Wars, Business Cycles, Spillovers, Distance, Supply Shocks, International Transmission
identification, non-linear DSGE, rank condition, analytical derivatives, higher-order approximation, pruning
state-space models, skewed Kalman filter, skewed Kalman smoother, closed skew-normal, dimension reduction, asymmetric shocks