Model reference adaptive expectations in Markov-switching economies
Francesco Carravetta; Marco M. Sorge
| Year of publication: |
2013
|
|---|---|
| Authors: | Carravetta, Francesco ; Sorge, Marco M. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 32.2013, p. 551-559
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| Subject: | Rational expectations | Markov-switching dynamic systems | Dynamic programming | Time-varying Kalman filter | Rationale Erwartung | Markov-Kette | Markov chain | Zustandsraummodell | State space model | Dynamische Optimierung | Dynamische Wirtschaftstheorie | Economic dynamics | Adaptive Erwartungen | Adaptive expectations | Zeitreihenanalyse | Time series analysis | System Dynamics | System dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009762031