Minimal state variable solutions to Markov-switching rational expectations models
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Publication:428000
DOI10.1016/J.JEDC.2011.08.005zbMATH Open1241.91140OpenAlexW2166076743MaRDI QIDQ428000FDOQ428000
Authors: Roger E. A. Farmer, Daniel F. Waggoner, Tao Zha 
Publication date: 18 June 2012
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/70672
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Cites Work
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Solving linear rational expectations models
- Methods for inference in large multiple-equation Markov-switching models
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Normalization in Econometrics
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Title not available (Why is that?)
- Structural vector autoregressions: theory of identification and algorithms for inference
- Saddlepath learning
- Understanding Markov-switching rational expectations models
Cited In (17)
- Monetary policy switching and indeterminacy
- Optimal policy in Markov-switching rational expectations models
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
- The origins and effects of macroeconomic uncertainty
- Analyzing linear DSGE models: the method of undetermined Markov states
- Understanding Markov-switching rational expectations models
- Determinacy and classification of Markov-switching rational expectations models
- 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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