Perturbation methods for Markov-switching DSGE models
Year of publication: |
2013
|
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Authors: | Foerster, Andrew ; Rubio-Ramírez, Juan ; Waggoner, Daniel F. ; Zha, Tao |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Dynamisches Gleichgewicht | Markovscher Prozess | Theorie | Markov-switching parameters | partition | higher order approximations | no certainty equivalence | quadratic system | Grobner bases |
Series: | Working Paper ; 2013-1 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 73926074X [GVK] hdl:10419/101018 [Handle] RePEc:fip:fedawp:2013-01 [RePEc] |
Classification: | C6 - Mathematical Methods and Programming ; E1 - General Aggregative Models |
Source: |
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