Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/113138
Authors: 
Mutschler, Willi
Year of Publication: 
2015
Series/Report no.: 
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2015: Ökonomische Entwicklung - Theorie und Politik - Session: Macroeconomic Modelling A24-V2
Abstract: 
This note shows how to derive unconditional moments, cumulants and polyspectra of order higher than two for the pruned state-space of nonlinear DSGE models. Useful Matrix tools and computational aspects are also discussed.
JEL: 
C10
C51
E10
Document Type: 
Conference Paper

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