Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao Minimal state variable solutions to Markov-switching rational expectations models. (English) Zbl 1241.91140 J. Econ. Dyn. Control 35, No. 12, 2150-2166 (2011). MSC: 91G70 × Cite Format Result Cite Review PDF Full Text: DOI Link
Farmer, Roger E. A.; Waggoner, Daniel F.; Zha, Tao Understanding Markov-switching rational expectations models. (English) Zbl 1195.91114 J. Econ. Theory 144, No. 5, 1849-1867 (2009). MSC: 91B64 91B51 × Cite Format Result Cite Review PDF Full Text: DOI Link