A Unified Approach to Determinacy Conditions with Regime Switching

B-Tier
Journal: Review of Economic Dynamics
Year: 2024
Volume: 54

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The conditions that ensure the existence of a unique stable equilibrium — determinacy conditions — for rational expectations models with Markov switching depend on the stability concept, contrasting with standard linear rational expectations models. In this paper, we offer a unified framework for the two commonly used stability concepts: boundedness and mean-square stability. We derive determinacy conditions for both concepts based on simple metrics. Qualitatively, we show that mean-square stable solutions are always at least as many as bounded solutions. We then apply and discuss our results in two monetary models. (Copyright: Elsevier)

Technical Details

RePEc Handle
repec:red:issued:23-89
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24