Search Results - subject:"Markov‐switching model"

Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - In: International review of financial analysis 46 (2016), pp. 84-103

Persistent link: https://www.econbiz.de/10011580870

Lütkepohl, Helmut; Velinov, Anton - In: Journal of economic surveys 30 (2016) 2, pp. 377-392

Persistent link: https://www.econbiz.de/10011553496

Sakowski, Paweł; Slepaczuk, Robert; Wywiał, Mateusz - In: Economics and business review 2 (2016) 3, pp. 78-98

Persistent link: https://www.econbiz.de/10011634969

Seddha-Udom, Thanaporn - In: Journal of international economic review 9 (2016) 2, pp. 257-283

Persistent link: https://www.econbiz.de/10011673065

Tiacoh, Angahan - In: The empirical economics letters : a monthly … 15 (2016) 7, pp. 627-636

Persistent link: https://www.econbiz.de/10011655784

Rašić Bakarić, Ivana; Tkalec, Marina; Vizek, Maruška - In: Economic research 29 (2016) 1, pp. 434-445

Persistent link: https://www.econbiz.de/10012221650

Daglish, Toby; Bragança, Gabriel Godofredo Fiuza de; … - 2016

a two-state Markov Switching model, allowing water storage and natural inflows to affect both the mean and volatility of …

Persistent link: https://www.econbiz.de/10012059460

Amisano, Gianni; Fagan, Gabriel - European Central Bank - 2010

We develop a time-varying transition probabilities Markov Switching model in which inflation is characterised by two …

Persistent link: https://www.econbiz.de/10008568196

Napolitano, Oreste; Montagnoli, Alberto - In: Economics Bulletin 30 (2010) 2, pp. 1346-1358

area. Moreover, using a Markov switching model we investigate whether European monetary policy is responsible for these …

Persistent link: https://www.econbiz.de/10008577388

Frömmel, Michael - In: Czech Journal of Economics and Finance (Finance a uver) 60 (2010) 1, pp. 2-21

approaches, the GARCH model (Bollerslev, 1986) and the Markov switching model (Hamilton, 1989). The author discovers switches …

Persistent link: https://www.econbiz.de/10008583325

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