Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377)
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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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