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Tag: markov-switching
3 items with this tag.
Apr 13, 2026
Markov-Switching Rational Expectations CRE Pricing
commercial-real-estate
markov-switching
rational-expectations
asset-pricing
dsge
monetary-policy
Apr 13, 2026
Identification theory for compound (product-of-independent) Markov chains in regime-switching asset pricing
identification
compound-chain
markov-switching
asset-pricing
independence
theory
product-structure
Apr 13, 2026
Macro Fundamentals & Commercial Real Estate Price Dynamics
commercial-real-estate
markov-switching
asset-pricing
no-arbitrage
dsge
monetary-policy
wage-rigidity
exponential-quadratic
riccati