Methods for measuring expectations and uncertainty in Markov-switching models
Year of publication: |
January 2016
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Authors: | Bianchi, Francesco |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 190.2016, 1, p. 79-99
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Subject: | Markov-switching VAR | DSGE | Moments | Expectations | Uncertainty | Impulse responses | Risiko | Risk | Erwartungsbildung | Expectation formation | Markov-Kette | Markov chain | VAR-Modell | VAR model | Momentenmethode | Method of moments | Schätzung | Estimation | Theorie | Theory | Neoklassische Synthese | Neoclassical synthesis | Schock | Shock | Dynamisches Gleichgewicht | Dynamic equilibrium | Geldpolitik | Monetary policy |
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