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Hanno Kase

University of Minnesota - Minneapolis

10 University Avenue

Duluth, MN 55810

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Estimating Nonlinear Heterogeneous Agents Models with Neural Networks

CEPR Discussion Paper No. DP17391
Number of pages: 57 Posted: 23 Jun 2022
University of Minnesota - Minneapolis, Federal Reserve Bank of Chicago and Bank for International Settlements (BIS)
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Abstract:

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Aggregate uncertainty, Bayesian estimation, Global solution, HANK model, Heterogeneous Agents, Machine Learning, neural networks, Nonlinearities, zero lower bound