Ethan Matlin

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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84

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.
Downloads 69 (360,852)
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 (417,756)
Citation 3

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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 (614,499)
Citation 1

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

2.
Downloads 15 (599,264)

Online Estimation of DSGE Models

FEDS Working Paper No. 2020-023 https://doi.org/10.17016/FEDS.2020.023
Number of pages: 55 Posted: 18 May 2020
Northwestern University, 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 9 (667,495)

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Adaptive algorithms; Bayesian inference; Density forecasts; Online estimation; Sequential Monte Carlo methods

Online Estimation of DSGE Models

NBER Working Paper No. w26826
Number of pages: 55 Posted: 09 Mar 2020
Northwestern University, 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 6 (690,909)
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