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Discretization of highly persistent correlated AR(1) shocks

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Cited by:

  1. Laczó, Sarolta & Rossi, Raffaele, 2020. "Time-consistent consumption taxation," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 194-220.
  2. Fatih Guvenen, 2011. "Macroeconomics with hetereogeneity : a practical guide," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(3Q), pages 255-326.
  3. Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
  4. Eva F. Janssens & Sean McCrary, 2023. "Finite-State Markov-Chain Approximations: A Hidden Markov Approach," Finance and Economics Discussion Series 2023-040, Board of Governors of the Federal Reserve System (U.S.).
  5. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, vol. 97(2), pages 404-422.
  6. Hernan Seoane, 2016. "Time-varying volatility, default and the sovereign risk premium," 2016 Meeting Papers 1132, Society for Economic Dynamics.
  7. Hansen, Jörgen & Lkhagvasuren, Damba, 2015. "New Evidence on Mobility and Wages of the Young and the Old," IZA Discussion Papers 9258, Institute of Labor Economics (IZA).
  8. Auray Stéphane & Fuller David & Lkhagvasuren Damba & Terracol Antoine, 2017. "Dynamic Comparative Advantage, Directed Mobility Across Sectors, and Wages," Working Papers 2017-59, Center for Research in Economics and Statistics.
  9. Ricardo Lagos & Shengxing Zhang, 2020. "Turnover Liquidity and the Transmission of Monetary Policy," American Economic Review, American Economic Association, vol. 110(6), pages 1635-1672, June.
  10. Zhao, Yan, 2013. "Borrowing constraints and the trade balance–output comovement," Economic Modelling, Elsevier, vol. 32(C), pages 34-41.
  11. Paul Gomme & Damba Lkhagvasuren, 2011. "The Cyclicality of Search Intensity in a Competitive Search Model," Working Papers 11003, Concordia University, Department of Economics.
  12. repec:fip:fedreq:y:2011:i:3q:p:255-326:n:vol.97no.3 is not listed on IDEAS
  13. Pawel Krolikowski, 2017. "Job Ladders and Earnings of Displaced Workers," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(2), pages 1-31, April.
  14. Damba Lkhagvasuren, 2005. "Big Locational Differences in Unemployment Despite High Labor Mobility," Working Papers 12002, Concordia University, Department of Economics, revised Feb 2012.
  15. Damba Lkhagvasuren & Erdenebat Bataa, 2023. "Finite-State Markov Chains with Flexible Distributions," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 611-644, February.
  16. Sergio J. Rey & Wei Kang & Levi Wolf, 2016. "The properties of tests for spatial effects in discrete Markov chain models of regional income distribution dynamics," Journal of Geographical Systems, Springer, vol. 18(4), pages 377-398, October.
  17. Leland E. Farmer & Alexis Akira Toda, 2017. "Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments," Quantitative Economics, Econometric Society, vol. 8(2), pages 651-683, July.
  18. Gomme, Paul & Lkhagvasuren, Damba, 2015. "Worker search effort as an amplification mechanism," Journal of Monetary Economics, Elsevier, vol. 75(C), pages 106-122.
  19. Choi, Sekyu & Figueroa, Nincen & Villena-Roldán, Benjamin, 2020. "Wage Cyclicality Revisited: The Role of Hiring Standards," MPRA Paper 98240, University Library of Munich, Germany.
  20. Stéphane Auray, David Fuller & Damba lkhagvasuren & Antoine Terracol, 2014. "A Dynamic Analysis of Sectoral Mobility, Worker Mismatc and the Wage-Tenure Profiles," Working Papers 2014-12, Center for Research in Economics and Statistics.
  21. Nikolay Gospodinov & Damba Lkhagvasuren, 2014. "A Moment‐Matching Method For Approximating Vector Autoregressive Processes By Finite‐State Markov Chains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 843-859, August.
  22. Karen Kopecky & Richard Suen, 2010. "Finite State Markov-chain Approximations to Highly Persistent Processes," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 701-714, July.
  23. Lkhagvasuren, Damba, 2014. "Education, mobility and the college wage premium," European Economic Review, Elsevier, vol. 67(C), pages 159-173.
  24. Gospodinov, Nikolay & Lkhagvasuren, Damba, 2011. "A new method for approximating vector autoregressive processes by finite-state Markov chains," MPRA Paper 33827, University Library of Munich, Germany.
  25. Italo Lopez Garcia, 2015. "Human Capital and Labor Informality in Chile A Life-Cycle Approach," Working Papers WR-1087, RAND Corporation.
  26. Jordan Roulleau-Pasdeloup, 2022. "Analyzing Linear DSGE models: the Method of Undetermined Markov States," Papers 2209.05081, arXiv.org, revised Feb 2023.
  27. Bommier, Antoine & Harenberg, Daniel & Le Grand, François, 2017. "Household Finance and the Value of Life," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168189, Verein für Socialpolitik / German Economic Association.
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