Regime Switching, Learning, and the Great Moderation
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More about this item
KeywordsLearning; regime switching; great moderation; New Keynesian model; maximum likelihood;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-10 (All new papers)
- NEP-CBA-2008-05-10 (Central Banking)
- NEP-MAC-2008-05-10 (Macroeconomics)
- NEP-OPM-2008-05-10 (Open Economy Macroeconomics)
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