State space models with endogenous regime switching
Yoosoon Chang, Fei Tan, Xin Wei
| Year of publication: |
November 29, 2018 ; This version: November 29, 2018
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|---|---|
| Authors: | Chang, Yoosoon ; Tan, Fei ; Wei, Xin |
| Publisher: |
[Bloomington, IN] : CAEPR, Center for Applied Economics and Policy Research |
| Subject: | state space model | regime switching | endogenous feedback | filtering | DSGE model | Zustandsraummodell | State space model | DSGE-Modell | Theorie | Theory | Modellierung | Scientific modelling | Dynamisches Gleichgewicht | Dynamic equilibrium | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
|---|---|
| Series: | CAEPR working papers. - Bloomington, Ind., ZDB-ID 2407655-7. - Vol. #2018, 011 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Datei wurde von der herausgebenden Institution entfernt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223866