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Online Appendix to "Sufficient Conditions for Determinacy in a Class of Markov-Switching Rational Expectations Models"

Citations

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Cited by:

  1. Marco Airaudo & Ina Hajdini, 2021. "Consistent Expectations Equilibria In Markov Regime Switching Models And Inflation Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1401-1430, November.
  2. Guido Ascari & Anna Florio & Alessandro Gobbi, 2020. "Controlling Inflation With Timid Monetary–Fiscal Regime Changes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 1001-1024, May.
  3. Cho, Seonghoon, 2021. "Determinacy and classification of Markov-switching rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
  4. Stéphane Lhuissier & Fabien Tripier, 2021. "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, vol. 12(4), pages 1139-1170, November.
  5. Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021. "Origins of monetary policy shifts: A New approach to regime switching in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
  6. Kollmann, Robert, 2021. "Liquidity traps in a world economy," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
  7. Dennis Bonam & Bart Hobijn, 2021. "Generalized Stability of Monetary Unions Under Regime Switching in Monetary and Fiscal Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 73-94, February.
  8. Barthélemy, Jean & Marx, Magali, 2017. "Solving endogenous regime switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 1-25.
  9. Tolga Özden, 2021. "Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound," Working Papers 714, DNB.
  10. Lhuissier, Stéphane & Zabelina, Margarita, 2015. "On the stability of Calvo-style price-setting behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 77-95.
  11. Boris Blagov, 2018. "Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia," Empirical Economics, Springer, vol. 54(3), pages 1017-1060, May.
  12. Ascari, Guido & Florio, Anna & Gobbi, Alessandro, 2017. "Controlling inflation with switching monetary and fiscal policies: expectations, fiscal guidance and timid regime changes," Bank of Finland Research Discussion Papers 9/2017, Bank of Finland.
  13. Jean Barthelemy & Seonghoon Cho & Magali Marx, 2024. "A Unified Approach to Determinacy Conditions with Regime Switching," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
  14. Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2023. "The origins and effects of macroeconomic uncertainty," Quantitative Economics, Econometric Society, vol. 14(3), pages 855-896, July.
  15. Eo, Yunjong & McClung, Nigel, 2021. "Determinacy and E-stability with interest rate rules at the zero lower bound," Research Discussion Papers 14/2021, Bank of Finland.
  16. Andrew Binning & Hilde C. Bjørnland & Junior Maih, 2019. "Is Monetary Policy Always Effective? Incomplete Interest Rate Pass-through in a DSGE Model," Working Papers No 09/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  17. Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
  18. Xin Wei, 2020. "Dynamic Expectations Formation and U.S. Monetary Policy Regime Change," CAEPR Working Papers 2020-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  19. Yunjong Eo & Nigel Mcclung, 2025. "Determinacy and E‐Stability with Interest Rate Rules at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(4), pages 951-979, June.
  20. Neusser, Klaus, 2019. "Time–varying rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  21. Shayan Zakipour-Saber, 2019. "State-dependent Monetary Policy Regimes," Working Papers 882, Queen Mary University of London, School of Economics and Finance.
  22. Maih, Junior & Mazelis, Falk & Motto, Roberto & Ristiniemi, Annukka, 2021. "Asymmetric monetary policy rules for the euro area and the US," Journal of Macroeconomics, Elsevier, vol. 70(C).
  23. Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Research Discussion Papers 19, Bank of Finland.
  24. Christopher Gibbs & Nigel McClung, 2023. "Does my model predict a forward guidance puzzle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 393-423, December.
  25. Francesco Bianchi & Leonardo Melosi, 2016. "Modeling The Evolution Of Expectations And Uncertainty In General Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 717-756, May.
  26. Roulleau-Pasdeloup, Jordan, 2020. "Optimal monetary policy and determinacy under active/passive regimes," European Economic Review, Elsevier, vol. 130(C).
  27. Francesco Bianchi & Cosmin Ilut, 2017. "Monetary/Fiscal Policy Mix and Agent's Beliefs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 113-139, October.
  28. Chetan Dave & Marco M. Sorge, 2025. "Fat‐tailed DSGE models: A survey and new results," Journal of Economic Surveys, Wiley Blackwell, vol. 39(1), pages 146-171, February.
  29. McClung, Nigel, 2020. "E-stability vis-à-vis determinacy in regime-switching models," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
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