ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS

DOI10.1017/S1365100511000800zbMath1285.91097MaRDI QIDQ5411526

Bruce McGough, William A. Branch, Troy Davig

Publication date: 23 April 2014

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

regime switching; adaptive learning; sunspots; E-stability

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

91B64: Macroeconomic theory (monetary models, models of taxation)

91B62: Economic growth models