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~language:"eng"
~language:"kor"
~person:"Serletis, Apostolos"
~person:"Spagnolo, Nicola"
~subject:"Markov chain"
~type_genre:"Article in journal"
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Markov chain
Theorie
88
Theory
88
Estimation
59
Schätzung
59
USA
57
United States
57
Volatility
55
Volatilität
55
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43
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Serletis, Apostolos
Spagnolo, Nicola
Elliott, Robert J.
36
Siu, Tak Kuen
32
Tsionas, Efthymios G.
25
Gupta, Rangan
19
Sola, Martin
16
D'Amico, Guglielmo
15
Guo, Xianping
15
Kim, Chang-jin
15
Ciecka, James E.
13
Reffett, Kevin L.
13
Cavazos-Cadena, Rolando
12
Feinberg, Eugene A.
12
Jaśkiewicz, Anna
12
Balbus, Lukasz
11
Chan, Leunglung
11
Nowak, Andrzej S.
11
Piger, Jeremy Max
11
Psaradakis, Zacharias G.
11
Balcilar, Mehmet
10
Casarin, Roberto
10
Cavicchioli, Maddalena
10
Li, Yong
10
Shi, Yanlin
10
Skoog, Gary R.
10
Billio, Monica
9
Chauvet, Marcelle
9
Chen, Cathy W. S.
9
Chevallier, Julien
9
Chib, Siddhartha
9
Cui, Zhenyu
9
Goutte, Stéphane
9
Holmes, Mark J.
9
Jain, Madhu
9
Krolzig, Hans-Martin
9
Lee, Hsiang-Tai
9
Maheu, John M.
9
Woźny, Łukasz
9
Xu, Libo
9
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Economics letters
5
Macroeconomic dynamics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IMA journal of management mathematics
1
Journal of economic dynamics & control
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Review of world economics
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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
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ECONIS (ZBW)
20
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
3
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
4
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
5
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
6
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
7
Banking technology in a Markov switching economy
Isakin, Maksim
;
Serletis, Apostolos
- In:
Journal of macroeconomics
59
(
2019
),
pp. 154-168
Persistent link: https://www.econbiz.de/10012244997
Saved in:
8
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
9
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
10
On the Markov switching welfare cost of inflation
Dai, Wei
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
Saved in:
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