Perturbation Methods for Markov-Switching DSGE Models
Year of publication: |
2015
|
---|---|
Authors: | Foerster, Andrew T. |
Other Persons: | Rubio-Ramirez, Juan Francisco (contributor) ; Waggoner, Daniel F. (contributor) ; Zha, Tao A. (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Markov-Kette | Markov chain | Dynamisches Gleichgewicht | Dynamic equilibrium |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Series: | Federal Reserve Bank of Kansas City Working Paper ; No. RWP 13-01 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 18, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2230066 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A note on Aoki-Yoshikawa model
Scalas, Enrico, (2008)
-
On the forecasting of economic time series : structural versus data-based approaches
Wang, Mu-Chun, (2009)
-
Adaptive hybrid Metropolis-Hastings samplers for DSGE models
Strid, Ingvar, (2010)
- More ...
-
Perturbation Methods for Markov-Switching DSGE Models
Foerster, Andrew T., (2014)
-
Perturbation Methods for Markov-Switching DSGE Models
Foerster, Andrew T., (2015)
-
Perturbation methods for Markov-switching DSGE models
Foerster, Andrew, (2013)
- More ...