The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
NBER Working Paper No. 18983
---- Acknowledgements ----
We acknowledge access to computer facilities provided by the Danish Center for Scientific Computing (DCSC). We appreciate the financial support of the Center for Research in Econometric Analysis of Time Series (CREATES), funded by the Danish National Research Foundation and the National Science Foundation (NSF). The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.