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Origins of monetary policy shifts : a new approach to regime switching in DSGE models

Chang, Yoosoon; Maih, Junior; Tan, Fei - In: Journal of economic dynamics & control 133 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10014535138

Estimating a Markov switching DSGE model with macroeconomic policy interaction

Abe, Nobuhiro; Fueki, Takuji; Kaihatsu, Sohei - 2019

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Hamano, Masashige; Murakami, Yuki - 2025

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Markov switching monetary policy in a two-country DSGE model

Mavromatis, Konstantinos - 2012

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Bayesian inference for nonlinear structural time series models

Hall, Jamie; Pitt, Michael K.; Kohn, Robert - In: Journal of econometrics 179 (2014) 2, pp. 99-111

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DSGE models with student-t errors

Chib, Siddhartha; Ramamurthy, Srikanth - In: Econometric reviews 33 (2014) 1/4, pp. 152-171

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Tailored randomized block MCMC methods with application to DSGE models

Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38

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Growth uncertainty, generalized disappointment aversion and production-based asset pricing

Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89

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Macroeconomic regimes

Baele, Lieven; Bekaert, Geert; Cho, Seonghoon; … - In: Journal of monetary economics 70 (2015), pp. 51-71

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Generalized exogenous processes in DSGE : a Bayesian approach

Meyer-Gohde, Alexander; Neuhoff, Daniel - 2015

The Reversible Jump Markov Chain Monte Carlo (RJMCMC) method can enhance Bayesian DSGE estimation by sampling from a posterior distribution spanning potentially nonnested models with parameter spaces of different dimensionality. We use the method to jointly sample from an ARMA process of unknown...

Persistent link: https://www.econbiz.de/10010503919