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Control theory / Robot control / Econometrics / Time series analysis / Kalman filter / State observer / Vector autoregression / Markov chain / Time series / Statistics / Probability and statistics / Markov models


Japanese Monetary Policy Reaction Function and Time-Varying Structural Vector Autoregressions: A Monte Carlo Particle Filtering Approach ∗ Koiti Yano† Naoyuki Yoshino‡
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Document Date: 2008-02-14 02:11:11

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File Size: 399,99 KB

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Company

Mead / HP / /

Country

Japan / /

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Facility

Keio University / Institute of Statistical Mathematics / /

IndustryTerm

nonlinear optimizing algorithm / bank / /

Organization

Keio University / Japan Society of Monetary Economics Autumn / Financial Services Agency / Government of Japan / Financial Research and Training Center / Bank of Japan / Institute of Statistical Mathematics / Faculty of Economics / /

Person

Ayano Sato / Wolfgang Polasek / Yasushi Okada / Warwick McKibbin / Hajime Wago / Yasuhiro Omori / Cheng Hsiao / Yasuyuki Iida / Sebastian Watzka / Helga Wagner / Naoyuki Yoshino / Toshiaki Watanabe / Akira Terai / Jack Li / /

Product

Monte Carlo / Monte Carlo Particle Filter / /

ProvinceOrState

Minnesota / /

Technology

Metropolis-Hastings algorithm / smoothing algorithm / simulation / nonlinear optimizing algorithm / /

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