Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Maddalena Cavicchioli
| Year of publication: |
2020
|
|---|---|
| Authors: | Cavicchioli, Maddalena |
| Subject: | State-space models | Time-varying DSGE | Changes in regime | Markov-switching DSGE | VAR representations | Dynamisches Gleichgewicht | Dynamic equilibrium | VAR-Modell | VAR model | DSGE-Modell | DSGE model | Schock | Shock | Stochastischer Prozess | Stochastic process | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9877-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012222592