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Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia
Blagov, Boris, (2018)
Four essays on Markov-switching DSGE and Markov-switching VAR models
Blagov, Boris, (2015)
Asymmetric macro-financial spillovers
Bluwstein, Kristina, (2017)
The regime-dependent evolution of credibility: A fresh look at Hong Kong’s linked exchange rate system
The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities