Bayesian forecasting of US recessions using new Keynesian models with heterogeneous expectations
Year of publication: |
2023
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Authors: | Elias, Christopher J. |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 9, p. 1218-1221
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Subject: | adaptive learning | Bayesian econometrics | forecasting | Heterogeneous expectations | new Keynesian model | Neoklassische Synthese | Neoclassical synthesis | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Erwartungsbildung | Expectation formation | Theorie | Theory | Rationale Erwartung | Rational expectations | Geldpolitik | Monetary policy | Lernprozess | Learning process | Frühindikator | Leading indicator |
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