Browsing Lodz Economics Working Papers by Subject "Bayesian model comparison"

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    • Changes in nominal rigidities in Poland – a regime switching DSGE perspective 

      Baranowski, Paweł; Kuchta, Zbigniew ORCID (Faculty of Economics and Sociology of the University of Lodz, 2015-12)
      We estimate a dynamic stochastic general equilibrium model that allows for regimes Markov switching (MS-DSGE). Existing MS-DSGE papers for the United States focus on changes in monetary policy or shocks volatility, ...