MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS

Publisher： Cambridge University Press

E-ISSN： 1469-8056|19|7|1565-1592

ISSN： 1365-1005

Source： Macroeconomic Dynamics, Vol.19, Iss.7, 2014-06, pp. : 1565-1592

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Closed-form likelihood function of Markov-switching models

By Yang M.  

Economics Letters, Vol. 70, Iss. 3, 2001-03 ,pp. : 319-326

Elsevier

Access to resources Recommend Favorite

A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models

By  

JOURNAL OF APPLIED ECONOMETRICS, Vol. 33, Iss. 1, 2018-01 ,pp. : 126-140

John Wiley & Sons Inc

Access to resources Recommend Favorite

Fiscal Policy in a Model With Financial Frictions

By Fernández-Villaverde Jesús  

The American Economic Review, Vol. 100, Iss. 2, 2010-05 ,pp. : 35-40

American Economic Association

Access to resources Recommend Favorite

Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov‐Switching Estimation Exploiting Monetary‐Fiscal Policy Interdependence

By  

JOURNAL OF MONEY, CREDIT AND BANKING, Vol. 50, Iss. 1, 2018-02 ,pp. : 115-154

John Wiley & Sons Inc

Access to resources Recommend Favorite

Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model

By  

JOURNAL OF APPLIED ECONOMETRICS, Vol. 883-7252, Iss. 6, 2015-09 ,pp. : 987-1009

John Wiley & Sons Inc

Access to resources Recommend Favorite