Perturbation Methods for Markov-Switching DSGE Models | Zendy

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Perturbation Methods for Markov-Switching DSGE Models

Author(s) -

Andrew T. Foerster,

Juan Francisco Rubio-Ramı́rez,

Daniel F. Waggoner,

Tao Zha

Publication year - 2014

Language(s) - Uncategorized

Resource type - Reports

DOI - 10.3386/w20390

Subject(s) - dynamic stochastic general equilibrium , perturbation (astronomy) , markov chain , computer science , econometrics , statistical physics , mathematics , economics , physics , monetary policy , keynesian economics , machine learning , quantum mechanics

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