Understanding Markov-switching rational expectations models
Year of publication: |
2009
|
---|---|
Authors: | Farmer, Roger E.A. ; Waggoner, Daniel F. ; Zha, Tao |
Institutions: | Federal Reserve Bank of Atlanta |
Subject: | Econometric models |
-
A biannual recession-forecasting model
Peláez, Rolando F., (2015)
-
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans, (2014)
-
A general theory of identification
Basse, Guillaume, (2020)
- More ...
-
Generalizing the Taylor principle: comment
Farmer, Roger E.A., (2008)
-
Minimal state variable solutions to Markov-switching rational expectations models
Farmer, Roger E.A., (2008)
-
Indeterminacy in a forward-looking regime-switching model
Farmer, Roger E.A., (2007)
- More ...