Estimating macroeconomic models of financial crises : an endogenous regime-switching approach
Gianluca Benigno, Andrew Foerster, Christopher Otrok and Alessandro Rebucci
| Year of publication: |
30 March 2020
|
|---|---|
| Authors: | Benigno, Gianluca ; Foerster, Andrew ; Otrok, Christopher M. ; Rebucci, Alessandro |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | financial crises | business cycles | Endogenous Regime-Switching | Bayesian estimation | occasionally binding constraints | Mexico | Mexiko | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | DSGE-Modell | DSGE model | Markov-Kette | Markov chain | Makroökonomisches Modell | Macroeconomic model | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 75 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP14545 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219565