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subject:"Capital income"
~isPartOf:"Economics letters"
~subject:"Portfolio-Management"
~subject:"United States"
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Search: subject_exact:"Markovsche Kette"
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Capital income
Portfolio-Management
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Markov chain
67
Markov-Kette
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Theorie
37
Theory
37
Estimation
14
Schätzung
14
Time series analysis
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Beckmann, Joscha
1
Bhar, Ramaprasad
1
Byrne, Joseph P.
1
Camacho, Maximo
1
Cepni, Oguzhan
1
Christou, Christina
1
Czudaj, Robert
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Davis, E. Philip
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Meenagh, David
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Peel, David
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Economics letters
Economic modelling
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of empirical finance
19
Applied economics
17
International review of financial analysis
17
European journal of operational research : EJOR
16
Journal of econometrics
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Finance research letters
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Journal of economic dynamics & control
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Insurance / Mathematics & economics
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of applied econometrics
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Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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Finance and stochastics
9
Review of quantitative finance and accounting
9
Risks : open access journal
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Applied economics letters
8
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Tinbergen Institute
8
Journal of forensic economics
8
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of legal economics
7
The European journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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6
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of money, credit and banking : JMCB
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1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
3
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
4
A Markov-switching model with component structure for US GNP
Doornik, Jurgen A.
- In:
Economics letters
118
(
2013
)
2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10009706797
Saved in:
5
Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo
- In:
Economics letters
112
(
2011
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
Saved in:
6
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
7
Simulating stock returns under switching regimes - a new test of market efficiency
Meenagh, David
;
Minford, Patrick
;
Peel, David
- In:
Economics letters
94
(
2007
)
2
,
pp. 235-239
Persistent link: https://www.econbiz.de/10003417284
Saved in:
8
Okun's law, asymmetries and jobless recoveries in the United States : a Markov-switching approach
Holmes, Mark J.
;
Silverstone, Brian
- In:
Economics letters
92
(
2006
)
2
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003360894
Saved in:
9
Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economics letters
82
(
2004
)
2
,
pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
Saved in:
10
Permanent and temporary inflation uncertainty and investment in the United States
Byrne, Joseph P.
;
Davis, E. Philip
- In:
Economics letters
85
(
2004
)
2
,
pp. 271-277
Persistent link: https://www.econbiz.de/10002255172
Saved in:
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