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subject:"Time series analysis"
~isPartOf:"Economics letters"
~subject:"VAR-Modell"
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Time series analysis
VAR-Modell
Markov chain
67
Markov-Kette
67
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37
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14
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Camacho, Maximo
2
Cavicchioli, Maddalena
2
Karamé, Frédéric
2
Augustyniak, Maciej
1
Baek, Changryong
1
Beckmann, Joscha
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Economics letters
Journal of econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Economic modelling
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International journal of forecasting
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Four essays on Markov-switching DSGE and Markov-switching VAR models
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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
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
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:
4
Diagnostic checking of Markov multiplicative error models
Guo, Bin
;
Li, Shuo
- In:
Economics letters
170
(
2018
),
pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
Saved in:
5
Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej
;
Dufays, Arnaud
- In:
Economics letters
170
(
2018
),
pp. 122-126
Persistent link: https://www.econbiz.de/10012019659
Saved in:
6
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
7
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
Saved in:
8
Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching
Klinger, Sabine
;
Weber, Enzo
- In:
Economics letters
144
(
2016
),
pp. 115-118
Persistent link: https://www.econbiz.de/10011617232
Saved in:
9
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:
10
Can Markov switching model generate long memory?
Baek, Changryong
;
Fortuna, Natércia
;
Pipiras, Vladas
- In:
Economics letters
124
(
2014
)
1
,
pp. 117-121
Persistent link: https://www.econbiz.de/10010490562
Saved in:
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