
Understanding Markov-Switching Rational Expectations Models
Author(s) -
Roger E. A. Farmer,
Daniel F. Waggoner,
Tao Zha
Publication year - 2009
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w14710
Subject(s) - markov chain , rational expectations , computer science , markov model , econometrics , mathematics , machine learning