State Space Models with Endogenous Regime Switching
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Cited by:
- Zakipour-Saber, Shayan, 2019.
"State-dependent Monetary Policy Regimes,"
Research Technical Papers
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- Shayan Zakipour-Saber, 2019. "State-dependent Monetary Policy Regimes," Working Papers 882, Queen Mary University of London, School of Economics and Finance.
- Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021.
"Origins of monetary policy shifts: A New approach to regime switching in DSGE models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Yoosoon Chang & Junior Maih & Fei Tan, 2018. "Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models," CAEPR Working Papers 2018-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Kirstin Hubrich & Daniel F. Waggoner, 2022.
"The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework,"
Finance and Economics Discussion Series
2022-034, Board of Governors of the Federal Reserve System (U.S.).
- Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
- Yong Song & Tomasz Wo'zniak, 2020. "Markov Switching," Papers 2002.03598, arXiv.org.
- Martin Harding & Rafael Wouters, 2022. "Risk and State-Dependent Financial Frictions," Staff Working Papers 22-37, Bank of Canada.
- Tolga Özden, 2021. "Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound," Working Papers 714, DNB.
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More about this item
Keywords
state space model; regime switching; endogenous feedback; filtering; DSGE model;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2019-01-14 (Dynamic General Equilibrium)
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