Markov Switching DSGE

Discussion of State Space and Dynamic Stochastic General Equilibrium Models
Post Reply
ecrgap
Posts: 36
Joined: Mon May 25, 2009 10:24 am

Markov Switching DSGE

Unread post by ecrgap »

Hi Tom,

So here's a paper by Troy Davig and Eric Leeper. I'm trying to replicate their results. Do you think RATS can do it?

Thanks a lot
Attachments
Generalizing the TP.pdf
(805.7 KiB) Downloaded 1051 times
Top
Post Reply

Return to “State Space Models/DSGE”