Estimation and Solution of Models with Expectations and Structural Changes-Reference-Cited by-同舟云学术

Estimation and Solution of Models with Expectations and Structural Changes

Published:2016-05-16 Issue:2 Volume:32 Page:255-274
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J. Appl. Econ.

Author:

Kulish Mariano¹²,Pagan Adrian³⁴

Affiliation:

1. School of Economics, UNSW Business School The University of New South Wales Sydney Australia

2. Centre for Applied Economic Research The University of New South Wales Sydney Australia

3. School of Economics, Faculty of Arts and Social Sciences The University of Sydney Sydney NSW Australia

4. Melbourne Institute of Applied Economic and Social Research The University of Melbourne Melbourne VIC Australia

Funder

Australian Research Council

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2527

Reference35 articles.

1. AndersonGS.1997.A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models Occasional Staffs Studies 4 Federal Reserve Board.

2. Tests for Parameter Instability and Structural Change With Unknown Change Point

3. Macroeconomic regimes

4. Estimating and Testing Linear Models with Multiple Structural Changes

5. Evolving Monetary/Fiscal Policy Mix in the United States

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