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  • Search: subject:"endogenous regime switching"
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Year of publication
Subject
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endogenous regime switching 15 Monetary policy 10 Geldpolitik 9 Theorie 7 Theory 7 Inflation 6 Inflation targeting 5 Inflationssteuerung 5 Volatility 5 Volatilität 5 Business cycle 4 DSGE model 4 DSGE-Modell 4 Estimation 4 Financial crisis 4 Finanzkrise 4 Finanzpolitik 4 Fiscal policy 4 Konjunktur 4 Markov chain 4 Markov-Kette 4 Mexico 4 Schätzung 4 Bayes-Statistik 3 Bayesian estimation 3 Bayesian inference 3 Inflation expectations 3 Inflationserwartung 3 Macroeconomic model 3 Makroökonomisches Modell 3 Mexiko 3 Oil price 3 Regelbindung versus Diskretion 3 Rules versus discretion 3 USA 3 United States 3 adaptive LASSO 3 expected inflation 3 factor augmented VAR 3 inflation anchoring 3
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Online availability
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Free 24 CC license 1
Type of publication
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Book / Working Paper 20 Article 3 Other 1
Type of publication (narrower categories)
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Working Paper 19 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 13 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 23 Undetermined 1
Author
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Chang, Yoosoon 8 Kwak, Boreum 5 Anderl, Christina 4 Benigno, Gianluca 4 Caporale, Guglielmo Maria 4 Foerster, Andrew 4 Otrok, Christopher M. 4 Rebucci, Alessandro 4 Herrera, Ana María 3 Pesavento, Elena 3 Chen, Kaiji 2 Higgins, Patrick 2 Le Bihan, Hervé 2 Marx, Magali 2 Matheron, Julien 2 Qiu, Shi 2 Zha, Tao 2 Gaurav, Sarthak 1 Gautam, Vikash 1 Gouriéroux, Christian 1 Krenz, Johanna 1 Lu, Yang 1 Mao, Ruoyun 1 Shen, Wenyi 1 Singh, Ashish 1 Yang, Shu-Chun S. 1 Živanović, Jelena 1
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Institution
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Leibniz-Institut für Wirtschaftsforschung Halle 1
Published in...
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CAEPR working papers 2 CESifo Working Paper 2 CESifo working papers 2 IWH Discussion Papers 2 IWH-Diskussionspapiere 2 CAMA working paper series 1 CAMP working paper series 1 Documentos de trabajo / Banco de España 1 Economic modelling 1 IEAS working paper 1 Quantitative economics : QE ; journal of the Econometric Society 1 Research in Applied Economics 1 Staff Reports 1 Staff reports / Federal Reserve Bank of New York 1 Série des documents de travail 1 Working Paper 1 Working papers / Federal Reserve Bank of Atlanta 1 Working papers series / Federal Reserve Bank of San Francisco 1
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Source
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ECONIS (ZBW) 16 EconStor 6 BASE 1 RePEc 1
Showing 1 - 10 of 24
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Estimating macroeconomic models of financial crises : an endogenous regime-switching approach
Benigno, Gianluca; Foerster, Andrew; Otrok, Christopher M. - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 1-47
and stochastic volatility, and estimate it with quarterly data for Mexico since 1981. We propose an endogenous regime‐switching …
Persistent link: https://www.econbiz.de/10015190160
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Global Food Prices and Inflation
Anderl, Christina; Caporale, Guglielmo Maria - 2024
This paper uses the endogenous regime switching model with dynamic feedback and interactions developed by Chang et al …
Persistent link: https://www.econbiz.de/10014534439
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Macroprudential capital requirements, monetary policy, and financial crises
Krenz, Johanna; Živanović, Jelena - In: Economic modelling 139 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015189808
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Global food prices and inflation
Anderl, Christina; Caporale, Guglielmo Maria - 2024
This paper uses the endogenous regime switching model with dynamic feedback and interactions developed by Chang et al …
Persistent link: https://www.econbiz.de/10014490903
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Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation
Anderl, Christina; Caporale, Guglielmo Maria - 2023
paper first provides shipping cost mean and uncertainty measures by using the endogenous regime switching model with dynamic …
Persistent link: https://www.econbiz.de/10014469695
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Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation
Anderl, Christina; Caporale, Guglielmo Maria - 2023
paper first provides shipping cost mean and uncertainty measures by using the endogenous regime switching model with dynamic …
Persistent link: https://www.econbiz.de/10014435288
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Can passive monetary policy decrease the debt burden?
Mao, Ruoyun; Shen, Wenyi; Yang, Shu-Chun S. - 2023
Persistent link: https://www.econbiz.de/10014443825
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Oil prices uncertainty, endogenous regime switching, and inflation anchoring
Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023
Persistent link: https://www.econbiz.de/10014249865
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Oil prices uncertainty, endogenous regime switching, and inflation anchoring
Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023
Persistent link: https://www.econbiz.de/10014266815
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Oil prices uncertainty, endogenous regime switching, and inflation anchoring
Chang, Yoosoon; Herrera, Ana María; Pesavento, Elena - 2023
Persistent link: https://www.econbiz.de/10014302183
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