Solving endogenous regime switching models
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DOI: 10.1016/j.jedc.2017.01.011
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- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Working Papers hal-03393181, HAL.
- Jean Barthélemy & Magali Marx, 2016. "Solving Endogenous Regime Switching Models," Sciences Po publications 2016-07, Sciences Po.
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Citations
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More about this item
Keywords
Regime switching; Rational expectations models; Indeterminacy; Perturbation methods;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
Statistics
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