Time-varying parameter four-equation DSGE model

DOI10.1515/SNDE-2023-0010MaRDI QIDQ6937990zbMATH OpenFDO

Authors Rangan Gupta, Xiaojin Sun

Publication date 26 August 2025

Published in Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

zbMATH Keywords

forecastingtime-varying parameterfour-equation DSGE

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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