Filtering with limited information - Drautzburg, Thorsten,Fernández-Villaverde, Jesús,Guerrón-Quintana, Pablo A.,Oosthuizen, Dick (Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, 2024)
https://economics.sas.upenn.edu/pier/working-paper/2024/filtering-limited-information
Keywords: Graue Literatur; filtering; limited information; non-linear model; dynamic equilibrium model; sudden stops