State Space Model to Detect Cycles in Heterogeneous Agents Models
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More about this item
Keywords
Heterogeneous Agents Models; Endogenous Cycles; State Space Model; Kalman Filter;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2021-05-31 (Macroeconomics)
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