Sufficient Conditions for Determinacy in a Class of Markov-Switching Rational Expectations Models
Authors: | Cho, Seonghoon |
---|---|
Published in: |
Review of Economic Dynamics. - Society for Economic Dynamics - SED.
|
Publisher: |
Society for Economic Dynamics - SED |
Subject: | Markov-switching | Mean-square stability | Determinacy | Forward method | No-bubble condition |
Type of publication: | Article |
---|---|
Notes: | Forthcoming |
Other identifiers: | 10.1016/j.red.2015.03.001 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium ; D84 - Expectations; Speculations ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System |
Source: |
-
Sufficient conditions for determinacy in a class of Markov-switching rational expectations models
Cho, Seonghoon, (2016)
-
Determinacy and classification of Markov-switching rational expectations models
Cho, Seonghoon, (2021)
-
Characterizing Markov-Switching Rational Expectations Models
Cho, Seonghoon, (2014)
- More ...
-
Essays in New-Keynesian macroeconomics and monetary policy
Cho, Seonghoon, (2004)
-
A test on the efficiency of monetary policy in Korea
Cho, Seonghoon, (2007)
-
An empirical assessment of the Korean monetary policy since the foreign exchange crisis
Cho, Seonghoon, (2007)
- More ...