Spectral representation and autocovariance structure of Markov switching DSGE models (Q5077377)
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scientific article; zbMATH DE number 7528853
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| English | Spectral representation and autocovariance structure of Markov switching DSGE models |
scientific article; zbMATH DE number 7528853 |
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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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0.8920799
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0.8899105
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0.88810074
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0.8855755
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0.88098276
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0.8674093
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0.86018074
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0.85996175
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