Determinacy and classification of Markov-switching rational expectations models
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DOI: 10.1016/j.jedc.2021.104115
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Citations
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- Jean Barthelemy & Seonghoon Cho & Magali Marx, 2024. "Online Appendix to "A Unified Approach to Determinacy Conditions with Regime Switching"," Online Appendices 23-89, Review of Economic Dynamics.
- Jean Barthelemy & Seonghoon Cho & Magali Marx, 2024. "Code and data files for "A Unified Approach to Determinacy Conditions with Regime Switching"," Computer Codes 23-89, Review of Economic Dynamics.
- Christopher Gibbs & Nigel McClung, 2023.
"Does my model predict a forward guidance puzzle?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 393-423, December.
- Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Bank of Finland Research Discussion Papers 19/2019, Bank of Finland.
- Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Bank of Finland Research Discussion Papers 19/2019, Bank of Finland.
- Christopher Gibbs & Nigel McClung, 2023.
"Does my model predict a forward guidance puzzle?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 393-423, December.
- Christopher Gibbs & Nigel McClung, 2023. "Online Appendix to "Code and data files for "Does my model predict a forward guidance puzzle?"," Online Appendices 22-197, Review of Economic Dynamics.
- Marco Airaudo & Ina Hajdini, 2021. "Consistent Expectations Equilibria In Markov Regime Switching Models And Inflation Dynamics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(4), pages 1401-1430, November.
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More about this item
Keywords
Minimum of modulus solution; Markov-switching; Determinacy; Mean-square stability;All these keywords.
JEL classification:
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
Statistics
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