A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Year of publication: |
November 2015
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Authors: | Miao, Jianjun ; Wang, Pengfei ; Xu, Zhiwei |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 6.2015, 3, p. 599-635
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Subject: | Stock market bubbles | Bayesian estimation | DSGE | credit constraints | business cycles | sentiment shock | Spekulationsblase | Bubbles | Bayes-Statistik | Bayesian inference | Dynamisches Gleichgewicht | Dynamic equilibrium | Aktienmarkt | Stock market | Konjunktur | Business cycle | Schätzung | Estimation | Schock | Shock | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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