Sunspot fluctuations under zero nominal interest rates

DOI10.1016/j.econlet.2007.02.015zbMath1255.91414OpenAlexW2074843152MaRDI QIDQ1934146

Yasuo Hirose

Publication date: 28 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.02.015

zbMATH Keywords

Bayesian analysisindeterminacysunspotszero interest rates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Special types of economic equilibria (91B52) Economic growth models (91B62) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• Computing sunspot equilibria in linear rational expectations models
• Using simulation methods for bayesian econometric models: inference, development,and communication
• The perils of Taylor rules

This page was built for publication: Sunspot fluctuations under zero nominal interest rates