Essays on regime switching and DSGE models with applications to U.S. business cycle

Essays on regime switching and DSGE models with applications to U.S. business cycle

This dissertation studies various issues related to regime switching and DSGE models. The methods developed are used to study U.S. business cycles. Chapter one considers and derives the limit distributions of likelihood ratio based tests for Markov regime switching in multiple parameters in the c...

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Bibliographic Details
Main Author: Zhuo, Fan
Language:en_US
Published: 2016
Subjects:
Economics
Hypothesis testing
Likelihood ratio
Markov switching
Nonlinearity
Search and matching
State space model
Online Access:https://hdl.handle.net/2144/19564

Internet

https://hdl.handle.net/2144/19564

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