A tractable framework for analyzing a class of nonstationary Markov models
Year of publication: |
2020
|
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Authors: | Maliar, Lilia ; Maliar, Serguei ; Taylor, John B. ; Tsener, Inna |
Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 11.2020, 4, p. 1289-1323
|
Publisher: |
New Haven, CT : The Econometric Society |
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 |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE1360 [DOI] 1741098238 [GVK] 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: |
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