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Third-order approximation of dynamic models without the use of tensors

Binning, Andrew - 2013

Persistent link: https://www.econbiz.de/10009741228

Solving second and third-order approximations to DSGE models : a recursive Sylvester equation solution

Binning, Andrew - 2013

Persistent link: https://www.econbiz.de/10009779037

Applying flexible parameter restrictions in Markov-Switching vector autoregression models

Binning, Andrew; Maih, Junior - 2015

Persistent link: https://www.econbiz.de/10011409522

Applying flexible parameter restrictions in Markov-Switching vector autoregression models

Binning, Andrew; Maih, Junior - 2015

Persistent link: https://www.econbiz.de/10011410311

Sigma point filters for dynamic nonlinear regime switching models

Binning, Andrew; Maih, Junior - 2015

Persistent link: https://www.econbiz.de/10010529309

Sigma point filters for dynamic nonlinear regime switching models

Binning, Andrew; Maih, Junior - 2015

Persistent link: https://www.econbiz.de/10010529365

Implementing the Zero Lower Bound in an estimated regime-switching DSGE model

Binning, Andrew; Maih, Junior - 2016

Persistent link: https://www.econbiz.de/10011448347

Implementing the zero lower bound in an estimated regime-switching DSGE model

Binning, Andrew; Maih, Junior - 2016

Persistent link: https://www.econbiz.de/10011449725

Modelling occasionally binding constraints using regime-switching

Binning, Andrew; Maih, Junior - 2017

Persistent link: https://www.econbiz.de/10011753681

Implementing the Zero Lower Bound in an Estimated Regime-Switching DSGE Model

Binning, Andrew - 2016

The Zero Lower Bound (ZLB) on policy rates is one of the key monetary policy issues du jour. In this paper we investigate the problem of modelling and estimating the ZLB in a simple New Keynesian model with regime switches. The key features of the model include switches in the time preference...

Persistent link: https://www.econbiz.de/10012998257