Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377): Difference between revisions

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Latest revision as of 08:58, 14 August 2024

scientific article; zbMATH DE number 7528853
Language Label Description Also known as
English
Spectral representation and autocovariance structure of Markov switching DSGE models
scientific article; zbMATH DE number 7528853

    Statements

    Spectral representation and autocovariance structure of Markov switching DSGE models (English)
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    18 May 2022
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    multivariate DSGE
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    state-space models
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    Markov chains
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    changes in regime
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    autocovariance structure
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    spectral density function
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