NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Online Estimation of DSGE Models

Michael D. Cai, Marco Del Negro, Edward P. Herbst, Ethan Matlin, Reca Sarfati, Frank Schorfheide

NBER Working Paper No. 26826
Issued in March 2020

---- Acknowledgments ----

We thank participants at various conferences and seminars for helpful comments. Schorfheide acknowledges financial support from the National Science Foundation under Grant SES 1851634. The views expressed in this paper are those of the authors and do not necessarily reflect the position of the Federal Reserve Bank of New York, the Federal Reserve Board, the Federal Reserve System, or the National Bureau of Economic Research.

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