Ingvar Strid

PhD student. On leave to Sveriges Riksbank until end of 2009.

"Adaptive and hybrid MCMC for DSGE models" (with P. Giordani and R. Kohn). In Progress.

"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". Forthcoming in Computational Statistics and Data Analysis. Working paper version (slightly out-of-date): http://swopec.hhs.se/hastef/abs/hastef0706.htm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.