Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia
Boris Blagov
| Year of publication: |
May 2018
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|---|---|
| Authors: | Blagov, Boris |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 54.2018, 3, p. 1017-1060
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| Subject: | Markov-switching DSGE | Exchange rate credibility | Currency board | Estonia | Estland | Currency-Board-System | Kleine offene Volkswirtschaft | Small open economy | Markov-Kette | Markov chain | Wechselkurs | Exchange rate | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Geldpolitik | Monetary policy | Schock | Shock | Finanzkrise | Financial crisis | Glaubwürdigkeit | Credibility | Theorie | Theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1256-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011949450