Origins of monetary policy shifts: a new approach to regime switching in DSGE models
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Publication:2054823
DOI10.1016/j.jedc.2021.104235zbMath1478.91119OpenAlexW3200384159MaRDI QIDQ2054823
Junior Maih, Fei Tan, Yoosoon Chang
Publication date: 3 December 2021
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://caepr.indiana.edu/RePEc/inu/caeprp/CAEPR2018-011.pdf
regime switchingmonetary policyDSGE modelendogenous feedbackexpectations formation effectslatent autoregressive regime factor
Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)
Uses Software
Cites Work
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