Svensson, Lars E. O. (contributor); … - 2005
uncertainty, so-called Markov jump-linear-quadratic systems extended to include forward-looking variables. The form of model … uncertainty our framework encompasses includes: simple i.i.d. model deviations; serially correlated model deviations; estimable … regimeswitching models; more complex structural uncertainty about very different models, for instance, backward- and forward …