Solving Endogenous Regime Switching Models
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- Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
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Cited by:
- Andrei A. Sirchenko, 2017. "An endogenous regime-switching model of ordered choice with an application to federal funds rate target," 2017 Papers psi424, Job Market Papers.
- Yoosoon Chang & Boreum Kwak, 2017. "U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules," Caepr Working Papers 2017-016 Classification- , Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
More about this item
Keywords
Regime switching; Rational expectations models; Indeterminacy; Perturbation methods;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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2017-06-25 (All new papers)
- NEP-MAC-2017-06-25 (Macroeconomics)
- NEP-ORE-2017-06-25 (Operations Research)
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