LEARNING ABOUT REGIME CHANGE
From MaRDI portal
Publication:6088653
DOI10.1111/iere.12585zbMath1530.91264OpenAlexW3121355700MaRDI QIDQ6088653
Christian Matthes, Andrew T. Foerster
Publication date: 16 November 2023
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://www.frbsf.org/economic-research/files/wp2020-15.pdf
Cites Work
- Unnamed Item
- Understanding Markov-switching rational expectations models
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Dynamic linear models with Markov-switching
- Solving endogenous regime switching models
- Estimating dynamic equilibrium models with stochastic volatility
- Doubts or variability?
- MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM
- Time to Build and Aggregate Fluctuations
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
- LEARNING AND THE GREAT MODERATION*
- ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS
This page was built for publication: LEARNING ABOUT REGIME CHANGE