Origins of monetary policy shifts : a new approach to regime switching in DSGE models
Yoosoon Chang, Junior Maih, Fei Tan
| Year of publication: |
2021
|
|---|---|
| Authors: | Chang, Yoosoon ; Maih, Junior ; Tan, Fei |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 133.2021, p. 1-17
|
| Subject: | Monetary policy | DSGE Model | Regime switching | Latent autoregressive regime factor | Endogenous feedback | Expectations formation effects | Geldpolitik | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference | Wirkungsanalyse | Impact assessment | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104235 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535138