Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia-Reference-Cited by-同舟云学术

Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia

Published:2017-04-09 Issue:3 Volume:54 Page:1017-1060
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Blagov Boris

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00181-017-1256-z/fulltext.html

Reference41 articles.

1. Adahl M (2002) Banking in the Baltics: the development of the banking systems of Estonia, Latvia and Lithuania since independence: The Internationalization of Baltic Banking (1998–2002). In: Focus on Transition 2, pp 107–131

2. An S, Schorfheide F (2007) Bayesian analysis of DSGE models. Econom Rev 26(2):113–172. doi: 10.1080/07474930701220071

3. Andreasen M (2008) How to maximize the likelihood function for a DSGE model. CREATES Research Papers 2008-32, School of Economics and Management, University of Aarhus

4. Benigno P (2001) Price stability with imperfect financial integration. Working Paper DP2584, CERP

5. Bianchi F (2012) Regime switches, agents’ beliefs, and post-world war II U.S. Macroeconomic dynamics. Rev Econ Stud 80(2):463–490. doi: 10.1093/restud/rds032

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Political stability and credibility of currency board;Journal of International Money and Finance;2023-10

2. Interest premium and external position: A state dependent approach;Journal of International Financial Markets, Institutions and Money;2020-05

3. THE REGIME-DEPENDENT EVOLUTION OF CREDIBILITY: A FRESH LOOK AT HONG KONG'S LINKED EXCHANGE RATE SYSTEM;Macroeconomic Dynamics;2018-04-22