Perturbation methods for Markov-switching DSGE model
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- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramirez, 2010. "Fortune or virtue: time-variant volatilities versus parameter drifting," Working Papers 10-14, Federal Reserve Bank of Philadelphia, revised 2010.
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- Boris Blagov, 2018.
"Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia,"
Springer, vol. 54(3), pages 1017-1060, May.
- Boris Blagov, 2013. "Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia," Bank of Estonia Working Papers wp2013-8, Bank of Estonia, revised 09 Dec 2013.
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15105, Hoover Institution, Stanford University.
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- Blagov, Boris & Funke, Michael, 2015. "The regime-dependent evolution of credibility: A fresh look at Hong Kong's linked exchange rate system," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112819, Verein für Socialpolitik / German Economic Association.
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- Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
- Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona Graduate School of Economics.
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