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The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities
Blagov, Boris, (2015)
Four essays on Markov-switching DSGE and Markov-switching VAR models
The regime-dependent evolution of credibility : a fresh look at Hong Kong's linked exchange rate system
Blagov, Boris, (2019)
Financial crises and time-varying risk premia in a small open economy : a Markov-Switching DSGE model for Estonia
Blagov, Boris, (2013)
Financial crises and time-varying risk premia: A Markov-switching DSGE model for Estonia