3674 Lindell Boulevard
Saint Louis, MO 63108
United States
Saint Louis University - Department of Economics
SSRN RANKINGS
in Total Papers Citations
state space model; regime switching; endogenous feedback; filtering; DSGE model
Stochastic volatility, Affine solution, Gibbs sampler, Equity risk premium, Structural shocks, Business cycle
State Space Models With Endogenous Regime Switching
Incomplete Information, Multiple Endogenous Signals, General Equilibrium, Signal Extraction, Inflation Dynamics
Bayesian Inference, Marginal Likelihood, Tailored Proposal Densities, Random Blocks, Student-T Shocks, Stochastic Volatility
monetary and fiscal policy, financial frictions, model comparison, dynamic prediction pool
monetary and fiscal policy, inflation dynamics, r<g, change points
Solution Method, Analytic Function, Bayesian Inference, Spectral Density, Monetary and Fiscal Policy
Social learning, Network game, Incomplete information, Frequency-domain methods JEL Classification: C6, C7, D8, L8
Endogeneity bias, Incomplete information, Two-stage OLS
