DSGE models Bayesian Analysis 1 Bayesian analysis 1 Computational macroeconomics 1 Distributed computer systems 1 Equations of state 1 Error distributions 1 Financial frictions 1 Great recession 1 Likelihood functions 1 Monte Carlo methods 1 Nonlinear filtering 1 Nonlinear state space models 1 Odd derivatives 1 Particle Filtering 1 Perturbation methods 1 Portfolio theory 1 Proposal distribution 1 Real-time forecasts 1 State space methods 1 State transition equation 1