Estimating macroeconomic models of financial crises : an endogenous regime-switching approach
Gianluca Benigno, Andrew Foerster, Christopher Otrok, Alessandro Rebucci
| Year of publication: |
2020
|
|---|---|
| Authors: | Benigno, Gianluca ; Foerster, Andrew ; Otrok, Christopher M. ; Rebucci, Alessandro |
| Publisher: |
[San Francisco, CA] : Federal Reserve Bank of San Francisco |
| 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 |
freely available
| Extent: | 1 Online-Ressource (circa 72 Seiten) Illustrationen |
|---|---|
| Series: | Working papers series / Federal Reserve Bank of San Francisco. - San Francisco, Calif., ZDB-ID 2187821-3. - Vol. 2020, 10 (March 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.24148/wp2020-10 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012261417