LeatherSagiKnowledgebase

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

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