Minimal state variable solutions to Markov-switching rational expectations models
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Cites work
- scientific article; zbMATH DE number 2136426 (Why is no real title available?)
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Methods for inference in large multiple-equation Markov-switching models
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Normalization in Econometrics
- Saddlepath learning
- Solving linear rational expectations models
- Structural vector autoregressions: theory of identification and algorithms for inference
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Understanding Markov-switching rational expectations models
Cited in
(17)- Monetary policy switching and indeterminacy
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- The origins and effects of macroeconomic uncertainty
- Analyzing linear DSGE models: the method of undetermined Markov states
- A system reduction method to efficiently solve DSGE models
- Solving endogenous regime switching models
- Monetary policy regime switches and macroeconomic dynamics
- On the stability of Calvo-style price-setting behavior
- Skewness and kurtosis of multivariate Markov-switching processes
- Methods for measuring expectations and uncertainty in Markov-switching models
- Methods for inference in large multiple-equation Markov-switching models
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models
- Time-varying rational expectations models
- E-stability vis-à-vis determinacy in regime-switching models
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