Eva Janssens
@evajanster.bsky.social
Assistant Professor at the University of Michigan, interested in econometrics and macroeconomics. UvA/TI/EUR alumna :)
This approach captures nonlinearities such as state dependence while remaining tractable and fast.
• DMP model: accuracy on par with global methods
• Application: state-dependent monetary policy transmission
Extensions: regime-switching, SV, and heterogeneous agents. Feedback welcome!
• DMP model: accuracy on par with global methods
• Application: state-dependent monetary policy transmission
Extensions: regime-switching, SV, and heterogeneous agents. Feedback welcome!
June 6, 2025 at 6:41 PM
This approach captures nonlinearities such as state dependence while remaining tractable and fast.
• DMP model: accuracy on par with global methods
• Application: state-dependent monetary policy transmission
Extensions: regime-switching, SV, and heterogeneous agents. Feedback welcome!
• DMP model: accuracy on par with global methods
• Application: state-dependent monetary policy transmission
Extensions: regime-switching, SV, and heterogeneous agents. Feedback welcome!
Unlike standard approach that separates solution and likelihood evaluation, our method integrates the solution within the filtering step.
How? We construct local linear approximations dynamically along the forecasted state path, enabling likelihood-based inference via a time-varying Kalman filter..
How? We construct local linear approximations dynamically along the forecasted state path, enabling likelihood-based inference via a time-varying Kalman filter..
June 6, 2025 at 6:41 PM
Unlike standard approach that separates solution and likelihood evaluation, our method integrates the solution within the filtering step.
How? We construct local linear approximations dynamically along the forecasted state path, enabling likelihood-based inference via a time-varying Kalman filter..
How? We construct local linear approximations dynamically along the forecasted state path, enabling likelihood-based inference via a time-varying Kalman filter..
Wait, there are people that have zero errors in their latex file?! 🙃
February 26, 2025 at 4:20 PM
Wait, there are people that have zero errors in their latex file?! 🙃