Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
Andrew Foerster, Juan F. Rubio-Ramírez, Daniel F. Waggoner, Tao Zha
| Year of publication: |
July 2016
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|---|---|
| Authors: | Foerster, Andrew ; Rubio-Ramírez, Juan Francisco ; Waggoner, Daniel F. ; Zha, Tao |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 7.2016, 2, p. 637-669
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| Subject: | Partition principle | naive perturbation | quadratic polynomial system | Taylor series | high-order expansion | time-varying coefficients | nonlinearity | Gröbner bases | Theorie | Theory | Markov-Kette | Markov chain | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/QE596 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011612130