Search Results - subject:"Markov‐switching model"

Measuring the value variation of a service system: a Markov-switching model estimation

Hsieh, Yen-Hao; Chen, Wei-Ting - In: Journal of Business & Industrial Marketing 32 (2017) 8, pp. 1159-1171

because both are abstract, indefinable and not easy to identify. Therefore, this study used the Markov switching model to … This study revealed that the call center can utilize the analysis results of the Markov switching model on answer rates to … switching model. Design/methodology/approach This study proposed that variations in value are similar to changes in economy …

Persistent link: https://www.econbiz.de/10014844727

Monetary policy and industrial output in the BRICS countries : a Markov-Switching Model

Kutu, Adebayo Augustine; Ngalawa, Harold - In: Folia oeconomica Stetinensia : FOS 17 (2017) 2, pp. 35-55

Persistent link: https://www.econbiz.de/10011930995

Assessing nonlinear dynamics of central bank reaction function : the case of Mozambique

Nhapulo, Gerson; Nicolau, João - In: The South African journal of economics 85 (2017) 1, pp. 28-51

Persistent link: https://www.econbiz.de/10011667413

Further evidence on bear market predictability : the role of the external finance premium

Chen, Nan-kuang; Chen, Shiu-sheng; Chou, Yu-Hsi - In: International review of economics & finance : IREF 50 (2017), pp. 106-121

Persistent link: https://www.econbiz.de/10011754115

Verifying time inconsistency of the ECB monetary policy by means of a regime-switching approach

Beccarini, Andrea - In: Empirica : journal of european economics 44 (2017) 2, pp. 203-227

Persistent link: https://www.econbiz.de/10011782887

Cross-country performance of Lévy regime-switching models for stock markets

Chevallier, Julien; Goutte, Stéphane - In: Applied economics 49 (2017) 2, pp. 111-137

Persistent link: https://www.econbiz.de/10011810520

Earnings quality and the heterogeneous relation between earnings and stock returns

Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165

Persistent link: https://www.econbiz.de/10011797598

On the estimation of regime-switching Lévy models

Chevallier, Julien; Goutte, Stéphane - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10011650170

Measuring the value variation of a service system : a Markov-switching model estimation

Hsieh, Yen-Hao; Chen, Wei-Ting - In: The journal of business & industrial marketing 32 (2017) 8, pp. 1159-1171

Persistent link: https://www.econbiz.de/10011802790

The term structure of credit spreads and business cycle in Japan

Okimoto, Tatsuyoshi; Takaoka, Sumiko - In: Journal of the Japanese and international economies : … 45 (2017), pp. 27-36

Persistent link: https://www.econbiz.de/10011911793