Understanding Markov-switching rational expectations models
type: Item
instance of: scholarly article
title: Understanding Markov-switching rational expectations models
zbMATH Open document ID: 1195.91114
author: Roger E. A. Farmer
author: Daniel F. Waggoner
author: Tao Zha
published in: Journal of Economic Theory
publication date: 2009-09-14T00:00:00Z
full work available at URL: w14710.pdf
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B51
zbMATH DE Number: 5603587
zbMATH Keywords: stability
zbMATH Keywords: non-linearity
zbMATH Keywords: unique equilibrium
zbMATH Keywords: cross-regime indeterminacy
zbMATH Keywords: expectations formation
zbMATH Keywords: necessary and sufficient conditions
MaRDI profile type: Publication
OpenAlex ID: W3121650654
cites work: Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
cites work: Comments on “Stochastic Stability of Jump Linear Systems”
cites work: Q4651858
cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
cites work: Computing sunspot equilibria in linear rational expectations models
DOI: 10.1016/J.JET.2009.05.004
description: scientific article; zbMATH DE number 5603587