A tractable framework for analyzing a class of nonstationary Markov models
Year of publication: |
2020
|
---|---|
Authors: | Maliar, Lilia ; Maliar, Serguei ; Taylor, John B. ; Tsener, Inna |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 11.2020, 4, p. 1289-1323
|
Subject: | Turnpike theorem | time-inhomogeneous models | nonstationary models | semi-Markov models | unbalanced growth | time-varying parameters | trends | anticipated shock | parameter shift | parameter drift | regime switches | stochastic volatility | technological progress | seasonal adjustments | Fair and Taylor method | extended path | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Wachstumstheorie | Growth theory | Schock | Shock |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE1360 [DOI] hdl:10419/253592 [Handle] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; C68 - Computable General Equilibrium Models ; E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A tractable framework for analyzing a class of nonstationary Markov models
Maliar, Lilia, (2020)
-
A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
Maliar, Lilia, (2015)
-
Maliar, Lilia, (2015)
- More ...
-
A tractable framework for analyzing a class of nonstationary Markov models
Maliar, Lilia, (2015)
-
A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
Maliar, Lilia, (2015)
-
A Tractable Framework for Analyzing a Class of Nonstationary Markov Models
Maliar, Lilia, (2015)
- More ...