Understanding Markov-Switching Rational Expectations Models
Copyright policy )Understanding Markov-Switching Rational Expectations Models
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- University of California, Los Angeles United States
- University of Warwick United Kingdom
- Emory University United States
- Federal Reserve Bank of Atlanta United States
- Centre for Economic Policy Research United Kingdom
Markovscher Prozess, Geldpolitik, Dynamic stochastic general equilibrium theory, ddc:330, cross-regime indeterminacy, nonlinearity, Neukeynesianische Makroökonomik, stability, unique equilibrium, Econometric models, non-linearity, Rationale Erwartung, Macroeconomic theory (monetary models, models of taxation), expectations formation, necessary and sufficient conditions, E5, Theorie, jel: jel:C02, jel: jel:E0, jel: jel:C1, jel: jel:E4
Markovscher Prozess, Geldpolitik, Dynamic stochastic general equilibrium theory, ddc:330, cross-regime indeterminacy, nonlinearity, Neukeynesianische Makroökonomik, stability, unique equilibrium, Econometric models, non-linearity, Rationale Erwartung, Macroeconomic theory (monetary models, models of taxation), expectations formation, necessary and sufficient conditions, E5, Theorie, jel: jel:C02, jel: jel:E0, jel: jel:C1, jel: jel:E4
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