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. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - 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 | Konjunktur | Business cycle | Bayes-Statistik | Bayesian inference | Schock | Shock | Aktienmarkt | Stock market | Dynamisches Gleichgewicht | Dynamic equilibrium | Börsenkurs | Share price | DSGE-Modell | DSGE model | Stochastischer Prozess | Stochastic process | Real-Business-Cycle-Theorie | Real business cycle model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE505 [DOI] hdl:10419/150395 [Handle] |
Classification: | E22 - Capital; Investment (including Inventories); Capacity ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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