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008250429t20252025oncd    ob   f|0| 0 eng d
040 |aCaOODSP|beng|erda|cCaOODSP
041 |aeng|beng|bfre
043 |an-cn---
0861 |aFB3-5/2025-3E-PDF
1001 |aNaubert, Christopher, |eauthor.
24510|aDifferentiable, filter free bayesian estimation of DSGE models using mixture density networks / |cby Christopher Naubert.
264 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2025.
264 4|c©2025
300 |a1 online resource (i, 44 pages) : |bgraphs.
336 |atext|btxt|2rdacontent
337 |acomputer|bc|2rdamedia
338 |aonline resource|bcr|2rdacarrier
4901 |aStaff working paper = Document de travail du personnel, |y1701-9397 ; |v2025-3
500 |aISSN assigned to different series.
500 |a"Last updated: January 16, 2025."
504 |aIncludes bibliographical references (pages 27-29).
5203 |a"I develop a methodology for Bayesian estimation of globally solved, non-linear macroeconomic models. A novel feature of my method is the use of a mixture density network to approximate the distribution of initial states. I use the methodology to estimate a medium-scale, two-agent New Keynesian model with irreversible investment and a zero lower bound on nominal interest rates"--Abstract, page i.
546 |aIncludes abstract in French.
650 0|aBusiness cycles|zCanada|xEconometric models.
650 6|aCycles économiques|zCanada|xModèles économétriques.
7102 |aBank of Canada, |eissuing body.
830#0|aStaff working paper (Bank of Canada)|v2025-3.|w(CaOODSP)9.806221
85640|qPDF|s1.54 MB|uhttps://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-5-2025-3-eng.pdf