Analyzing linear DSGE models: the method of undetermined Markov states

DOI10.1016/j.jedc.2023.104629zbMath1518.91127arXiv2209.05081OpenAlexW4324345082MaRDI QIDQ6111413

Jordan Roulleau-Pasdeloup

Publication date: 6 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.05081

zbMATH Keywords

Markov chainsimpulse response functionslinear DSGE models

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Dynamic stochastic general equilibrium theory (91B51)

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