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Taylor rule, Term structure, Regime-switching, MCMC
Taylor rule, term structure, regime-switching, MCMC
Optimal monetary policy, Taylor rule, Term structure of interest rates, New Keynesian, Macroeconomic stability
DSGE model, Bayesian MCMC estimation, stock returns, neutral technology shock, investment-specific technology shock, monetary policy shock, risk shock
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Levy processes, variance gamma model, Markov Chain Monte Carlo, option pricing
G12, C11, C15, C32
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