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1993
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A Time Series Model with Periodic Stochastic Regime Switching
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Creator
McGrattan, Ellen R.
7
Kehoe, Patrick J.
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Chari, V. V.
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Jagannathan, Ravi
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Aiyagari, S. Rao
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Working paper (Federal Reserve Bank of Minneapolis. Research Department)
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Discussion paper (Federal Reserve Bank of Minneapolis. Institute for Empirical Macroeconomics)
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Quarterly review (Federal Reserve Bank of Minneapolis. Research Department)
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Macroeconomics with heterogenous agents, incomplete markets, liquidity constraints, and transaction costs
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Subject (JEL)
E32 - Business Fluctuations; Cycles
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C63 - Computational Techniques; Simulation Modeling
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G12 - Asset Pricing; Trading Volume; Bond Interest Rates
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C68 - Computable General Equilibrium Models
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D52 - Incomplete Markets
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Publication Year
1993
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