Markov Switching DSGE

Discussion of State Space and Dynamic Stochastic General Equilibrium Models
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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
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