Ingvar Strid

PhD student.

"Adaptive and hybrid MCMC for DSGE models" (with P. Giordani and R. Kohn). Working paper, Feb 2010: http://swopec.hhs.se/hastef/abs/hastef0724.htm

"Parallel Particle Filters for Likelihood Evaluation in DSGE models". In progress.   

"A simple adaptive particle filter for second-order estimated DSGE models". In progress.

"Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach". Computational Statistics and Data Analysis 54 (Nov 2010) 2814-2835. Working paper version (2009): http://swopec.hhs.se/hastef/abs/hastef0706.htm

"Block Kalman filters for large-scale DSGE models", with Karl Walentin, Computational Economics, Volume 33, Number 3, April 2009.  Working paper version:  http://www.riksbank.se/templates/Page.aspx?id=28400

Papers without a link can be obtained via email.