A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Year of publication: |
2015
|
---|---|
Authors: | Miao, Jianjun ; Wang, Pengfei ; Xu, Zhiwei |
Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 6.2015, 3, p. 599-635
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Stock market bubbles | Bayesian estimation | DSGE | credit constraints | business cycles | sentiment shock |
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