Perturbation methods for Markov-switching dynamic stochastic general equilibrium models-Reference-Cited by-同舟云学术

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Perturbation methods for Markov-switching dynamic stochastic general equilibrium models

Published:2016-07 Issue:2 Volume:7 Page:637-669
ISSN:1759-7323
Container-title:Quantitative Economics
language:en
Short-container-title:Quantitative Economics

Author:

Foerster Andrew¹,Rubio-Ramírez Juan F.²³⁴⁵⁶,Waggoner Daniel F.³,Zha Tao³²⁷

Affiliation:

1. Federal Reserve Bank of Kansas City

2. Emory University

3. Federal Reserve Bank of Atlanta

4. CEPR

5. FEDEA

6. BBVA Research

7. NBER

Funder

National Science Foundation

National Natural Science Foundation of China

Institute for Economic Analysis (IAE)

Programa de Excelencia en Educacíon e Investigacíon of the Bank of Spain

Spanish Ministry of Science and Technology

Publisher

The Econometric Society

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.3982/qe596

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5. Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy;Computational Economics;2023-12-20

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