LEARNING ABOUT REGIME CHANGE

DOI10.1111/iere.12585zbMath1530.91264OpenAlexW3121355700MaRDI QIDQ6088653

Christian Matthes, Andrew T. Foerster

Publication date: 16 November 2023

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://www.frbsf.org/economic-research/files/wp2020-15.pdf

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Economic growth models (91B62)

Cites Work

• Unnamed Item
• Understanding Markov-switching rational expectations models
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Dynamic linear models with Markov-switching
• Solving endogenous regime switching models
• Estimating dynamic equilibrium models with stochastic volatility
• Doubts or variability?
• MODELING THE EVOLUTION OF EXPECTATIONS AND UNCERTAINTY IN GENERAL EQUILIBRIUM
• Time to Build and Aggregate Fluctuations
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
• LEARNING AND THE GREAT MODERATION*
• ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS

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