Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Stochastic models in economics (91B70)
Recommendations
- Estimation of Markov regime-switching regression models with endogenous switching
- Optimal policy in Markov-switching rational expectations models
- Understanding Markov-switching rational expectations models
- Monetary policy switching and indeterminacy
- Solving linear rational expectations models in the presence of structural change: some extensions
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
- Business cycle durations
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Comparing solution methods for dynamic equilibrium economies
- Estimation of Markov regime-switching regression models with endogenous switching
- Manifolds, tensor analysis, and applications.
- Minimal state variable solutions to Markov-switching rational expectations models
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Numerical solution of algebraic Riccati equations.
- Optimal policy in Markov-switching rational expectations models
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
- Projection methods for solving aggregate growth models
- Sources of macroeconomic fluctuations: a regime-switching DSGE approach
- The Solution of Linear Difference Models under Rational Expectations
- Understanding Markov-switching rational expectations models
Cited in
(13)- Monetary policy switching and indeterminacy
- Consistent expectations equilibria in Markov regime switching models and inflation dynamics
- Optimal policy in Markov-switching rational expectations models
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
- Determinacy and classification of Markov-switching rational expectations models
- Minimal state variable solutions to Markov-switching rational expectations models
- Solution to a Problem of Stochastic Process Switching
- Monetary and fiscal policy switching with time-varying volatilities
- LEARNING ABOUT REGIME CHANGE
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models
- scientific article; zbMATH DE number 3860832 (Why is no real title available?)
- Time-varying rational expectations models
This page was built for publication: Solving endogenous regime switching models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1655641)
