A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles

DOI10.3982/QE505zbMath1396.91416OpenAlexW2208448102MaRDI QIDQ4586190

Jianjun Miao, Zhiwei Xu, Peng-fei Wang

Publication date: 12 September 2018

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

Full work available at URL: https://doi.org/10.3982/qe505

zbMATH Keywords

business cyclesBayesian estimationcredit constraintsstock market bubblesDSGEsentiment shock

Mathematics Subject Classification ID

Bayesian inference (62F15) Dynamic stochastic general equilibrium theory (91B51) Actuarial science and mathematical finance (91G99)

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