Forecasting with second-order approximations and Markov-switching DSGE models
Sergey Ivashchenko, Semih Emre Çekin, Kevin Kotzé, Rangan Gupta
| Year of publication: |
2020
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|---|---|
| Authors: | Ivashchenko, Sergey ; Çekin, Semih Emre ; Kotzé, Kevin ; Gupta, Rangan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 56.2020, 4, p. 747-771
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| Subject: | Regime-switching | Second-order approximation | Non-linear MS-DSGE estimation | Forecasting | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Schätztheorie | Estimation 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/s10614-019-09941-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390465