Sources of macroeconomic fluctuations: A regime-switching DSGE approach

Quantitative Economics

Volumn 2, Issue 2, 2011, Pages 251-301

  Liu, Zheng ^a   Waggoner, Daniel F ^b   Zha, Tao ^c  

^a FEDERAL RESERVE BANK OF SAN FRANCISCO   (United States)

^b FEDERAL RESERVE BANK OF ATLANTA   (United States)

^c EMORY UNIVERSITY   (United States)

Author keywords

Depreciation shock; Financial shock; Inflation target; M eller method; Regime switch; Volatility changes

Indexed keywords

EID: 84867697204     PISSN: 17597323     EISSN: 17597331     Source Type: Journal    
DOI: 10.3982/QE71     Document Type: Article

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