00000nam 2200000zi 4500 9.950568 CaOODSP 20250429113539 m o d f cr mn||||||||| 250429t20252025oncd ob f|0| 0 eng d CaOODSP eng rda CaOODSP eng eng fre n-cn--- FB3-5/2025-3E-PDF Naubert, Christopher, author. Differentiable, filter free bayesian estimation of DSGE models using mixture density networks / by Christopher Naubert. [Ottawa] : Bank of Canada = Banque du Canada, 2025. ©2025 1 online resource (i, 44 pages) : graphs. text txt rdacontent computer c rdamedia online resource cr rdacarrier Staff working paper = Document de travail du personnel, 1701-9397 ; 2025-3 ISSN assigned to different series. "Last updated: January 16, 2025." Includes bibliographical references (pages 27-29). "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. Includes abstract in French. Business cycles Canada Econometric models. Cycles économiques Canada Modèles économétriques. Bank of Canada, issuing body. Staff working paper (Bank of Canada) 2025-3. (CaOODSP)9.806221 PDF 1.54 MB https://publications.gc.ca/collections/collection_2025/banque-bank-canada/FB3-5-2025-3-eng.pdf