A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Jianjun Miao, Pengfei Wang and Zhiwei Xu
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Miao, Jianjun ; Wang, Pengfei ; Xu, Zhiwei |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 6.2015, 3, p. 599-635
|
| Subject: | Stock market bubbles | Bayesian estimation | DSGE | credit constraints | business cycles | sentiment shock | Spekulationsblase | Bubbles | Konjunktur | Business cycle | Bayes-Statistik | Bayesian inference | Schock | Shock | Aktienmarkt | Stock market | Dynamisches Gleichgewicht | Dynamic equilibrium | Börsenkurs | Share price | DSGE-Modell | DSGE model | Stochastischer Prozess | Stochastic process | Real-Business-Cycle-Theorie | Real business cycle model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/QE505 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440574