Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom
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References listed on IDEAS
- Haroon Mumtaz & Özlem Oomen & Jian Wang, 2006. "Exchange rate pass-through into UK import prices," Bank of England working papers 312, Bank of England.
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- Doğan, İbrahim & Bilgili, Faik, 2014. "The non-linear impact of high and growing government external debt on economic growth: A Markov Regime-switching approach," Economic Modelling, Elsevier, vol. 39(C), pages 213-220.
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More about this item
KeywordsMarkov switching; DSGE; Bayesian estimation;
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2010-08-06 (Central Banking)
- NEP-DGE-2010-08-06 (Dynamic General Equilibrium)
- NEP-MAC-2010-08-06 (Macroeconomics)
- NEP-MIC-2010-08-06 (Microeconomics)
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