State space models with endogenous regime switching

Yoosoon Chang, Fei Tan, Xin Wei

Year of publication:	November 29, 2018 ; This version: November 29, 2018
Authors:	Chang, Yoosoon ; Tan, Fei ; Wei, Xin
Publisher:	[Bloomington, IN] : CAEPR, Center for Applied Economics and Policy Research
Subject:	state space model \| regime switching \| endogenous feedback \| filtering \| DSGE model \| Zustandsraummodell \| State space model \| DSGE-Modell \| Theorie \| Theory \| Markov-Kette \| Markov chain \| Modellierung \| Scientific modelling \| Dynamisches Gleichgewicht \| Dynamic equilibrium \| Algorithmus \| Algorithm \| Zeitreihenanalyse \| Time series analysis \| Stochastischer Prozess \| Stochastic process \| Geldpolitik \| Monetary policy

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