Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Year of publication: |
October 2015
|
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Authors: | Bekiros, Stelios D. ; Paccagnini, Alessia |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 7, p. 1565-1592
|
Subject: | Financial Frictions | Time-Varying Coefficients | Quasi-optimal Filtering | DSGE-Modell | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Schock | Shock | Theorie | Theory | Zustandsraummodell | State space model | Finanzmarktaufsicht | Financial supervision | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis |
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