3674 Lindell Boulevard
Saint Louis, MO 63108
United States
Saint Louis University
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
Endogenous information; Policy function iteration; Frequency-domain methods; Higher-order expectations.
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
State Space Models With Endogenous Regime Switching
monetary and fiscal policy, financial frictions, model comparison, dynamic prediction pool
Solution Method, Analytic Function, Bayesian Inference, Spectral Density, Monetary and Fiscal Policy
