Solving endogenous regime switching models
DOI10.1016/J.JEDC.2017.01.011zbMATH Open1401.91308OpenAlexW2585599507MaRDI QIDQ1655641FDOQ1655641
Authors: Jean Barthélemy, Magali Marx 
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/644vfdaim38frrvbit4u0bh0ha
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Cites Work
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- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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- Optimal policy in Markov-switching rational expectations models
- Numerical solution of algebraic Riccati equations.
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- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- The Solution of Linear Difference Models under Rational Expectations
- Minimal state variable solutions to Markov-switching rational expectations models
- Comparing solution methods for dynamic equilibrium economies
- Projection methods for solving aggregate growth models
- Understanding Markov-switching rational expectations models
- Business cycle durations
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium 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
- Solution to a Problem of Stochastic Process Switching
- Minimal state variable solutions to Markov-switching rational expectations models
- Monetary and fiscal policy switching with time-varying volatilities
- LEARNING ABOUT REGIME CHANGE
- Title not available (Why is that?)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models
- Time-varying rational expectations models
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