Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Year of publication: |
2020
|
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Authors: | Cavicchioli, Maddalena |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 1, p. 61-86
|
Subject: | State-space models | Time-varying DSGE | Changes in regime | Markov-switching DSGE | VAR representations | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | Schock | Shock | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Geldpolitik | Monetary policy | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | DSGE-Modell | DSGE model |
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