Estimating a Markov Switching DSGE Model with Macroeconomic Policy Interaction
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Cited by:
- Meng, Xiangcai & Huang, Chia-Hsing, 2021. "The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan," Japan and the World Economy, Elsevier, vol. 59(C).
- Sakuragawa, Masaya & Sakuragawa, Yukie, 2020. "Government fiscal projection and debt sustainability," Japan and the World Economy, Elsevier, vol. 54(C).
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More about this item
Keywords
Monetary policy; Inflation; Markov-switching DSGE;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-03-11 (Central Banking)
- NEP-DGE-2019-03-11 (Dynamic General Equilibrium)
- NEP-MAC-2019-03-11 (Macroeconomics)
- NEP-MON-2019-03-11 (Monetary Economics)
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