Michael Cai

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

2

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118

SSRN CITATIONS
Rank 43,831

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Top 43,831

in Total Papers Citations

11

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.
Downloads 69 (361,091)
Citation 3

Online Estimation of DSGE Models

PIER Working Paper No. 19-014, July 2019
Number of pages: 70 Posted: 25 Jul 2019
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 53 (418,066)
Citation 3

Abstract:

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adaptive algorithms, Bayesian inference, density forecasts, online estimation, sequential Monte Carlo methods

Online Estimation of DSGE Models

FRB of New York Staff Report No. 893, August 2019
Number of pages: 70 Posted: 06 Aug 2019
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics
Downloads 16 (614,880)
Citation 1

Abstract:

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adaptive algorithms, Bayesian inference, density forecasts, online estimation, sequential Monte Carlo methods

2.

DSGE Forecasts of the Lost Recovery

FRB of New York Staff Report No. 844
Number of pages: 52 Posted: 15 Mar 2018 Last Revised: 17 Sep 2018
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of California, Berkeley, Stanford University and Harvard University - Business School (HBS)
Downloads 49 (425,765)
Citation 11

Abstract:

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DSGE models, real-time forecasts, Great Recession, financial frictions