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Search: subject:"Markov‐switching model"
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Subject
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Markov-Kette
188
Markov chain
187
Markov switching model
184
Markov-switching model
129
Schätzung
107
Estimation
101
Theorie
73
Theory
69
Volatility
55
Time series analysis
53
Zeitreihenanalyse
53
Volatilität
50
Börsenkurs
41
Share price
41
Aktienmarkt
37
Stock market
36
Capital income
35
Kapitaleinkommen
35
Markov Switching Model
35
Bayesian inference
33
Business cycle
33
Konjunktur
30
Wechselkurs
30
Exchange rate
29
Prognoseverfahren
27
Forecasting model
26
heteroskedasticity
26
VAR model
25
VAR-Modell
25
ARCH model
23
ARCH-Modell
23
USA
22
Bayes-Statistik
21
Cointegration
21
EU-Staaten
21
Monetary policy
21
Kointegration
20
Markov Switching model
20
Welt
20
EU countries
19
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Online availability
All
Free
216
Undetermined
139
CC license
9
Type of publication
All
Article
247
Book / Working Paper
184
Other
2
Type of publication (narrower categories)
All
Article in journal
167
Aufsatz in Zeitschrift
167
Working Paper
84
Graue Literatur
49
Non-commercial literature
49
Arbeitspapier
46
Article
12
Thesis
5
Aufsatz im Buch
4
Book section
4
Hochschulschrift
4
research-article
3
Collection of articles of several authors
1
Sammelwerk
1
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English
305
Undetermined
114
Portuguese
8
German
2
Spanish
2
Czech
1
French
1
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Author
All
Velinov, Anton
21
Lütkepohl, Helmut
18
Chevallier, Julien
9
Dufays, Arnaud
8
MacDonald, Ronald
8
Frömmel, Michael
7
Vansteenkiste, Isabel
7
Amisano, Gianni
6
Mendonça, Mário Jorge
6
Netšunajev, Aleksei
6
Park, Cyn-Young
6
Ahmad, Wasim
5
Aray, Henry
5
Balcilar, Mehmet
5
Beckmann, Joscha
5
Chen, Shyh-Wei
5
Czudaj, Robert
5
De Grauwe, Paul
5
Menkhoff, Lukas
5
Sachsida, Adolfo
5
Al-Maadid, Alanoud
4
Altavilla, Carlo
4
Beutler, Toni
4
Calice, Giovanni
4
Caporale, Guglielmo Maria
4
Chen, Wenjuan
4
Funke, Michael
4
Gagné, Robert
4
Gubler, Matthias
4
Hauri, Simona
4
Jiang, Yu
4
Kaufmann, Sylvia
4
Muzindutsi, Paul-Francois
4
Netsunajev, Aleksei
4
Sehgal, Sanjay
4
Spagnolo, Fabio
4
Spagnolo, Nicola
4
Tavlas, George S.
4
Versaevel, Bruno
4
Yap, Josef T.
4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
7
Econometric Society
4
HAL
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales
3
EconWPA
3
European Central Bank
3
Université Paris-Dauphine (Paris IX)
3
CESifo
2
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne
2
Eesti Pank
2
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
2
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
2
Bank of Greece
1
Bank of Japan
1
Banque de France
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre d'études prospectives et d'informations internationales (CEPII)
1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
Departamento de Economía, Pontificia Universidad Católica del Perú
1
Department of Accounting, Finance and Economics, Griffith Business School
1
Department of Economics, European University Institute
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, Leicester University
1
Department of Economics, University of Connecticut
1
Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope"
1
East Asian Bureau of Economic Research (EABER)
1
Economic Research Southern Africa (ERSA)
1
Economics Department, University of Strathclyde
1
European Association of Agricultural Economists - EAAE
1
Fachbereich Sozialökonomie, Universität Hamburg
1
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Graduate School of Economics, Hitotsubashi University
1
Graduate School of Economics, Osaka University
1
Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion
1
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
1
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Published in...
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DIW Discussion Papers
8
MPRA Paper
8
Discussion Papers of DIW Berlin
7
Applied economics
6
ECB Working Paper
5
Economic modelling
5
International review of financial analysis
5
Iranian economic review : journal of University of Tehran
5
The North American journal of economics and finance : a journal of financial economics studies
5
CESifo Working Paper
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Economic Modelling
4
Economies : open access journal
4
Energy Economics
4
Energy economics
4
Journal of International Money and Finance
4
Journal of empirical finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
CESifo working papers
3
CORE Discussion Papers
3
Diskussionsbeitrag
3
Dynamic Econometric Models
3
Econometric Society 2004 Far Eastern Meetings
3
Economics Papers from University Paris Dauphine
3
International journal of emerging markets
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Research in international business and finance
3
Texto para Discussão
3
Texto para discussão / Instituto de Pesquisa Econômica Aplicada
3
ThE Papers
3
The empirical economics letters : a monthly international journal of economics
3
Working Paper Series / European Central Bank
3
Applied Econometrics and International Development
2
Applied economics letters
2
Asia-Pacific Financial Markets
2
Bank of Estonia Working Papers
2
CESifo Working Paper Series
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
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Source
All
ECONIS (ZBW)
223
RePEc
154
EconStor
50
BASE
3
Other ZBW resources
3
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421
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430
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433
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421
Do fundamentals matter for the D-Mark/Euro-Dollar?
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Global finance journal
15
(
2005
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10002689360
Saved in:
422
Real Exchange Rate Misalignments
Valladares, Frederico
;
Terra, Cristina
-
Econometric Society
-
2004
(misalignments) are obtained, and a
Markov
Switching
Model
is used to characterize the misalignments series as stochastic …
Persistent link: https://www.econbiz.de/10005063555
Saved in:
423
Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach
Chen, Shiu-Sheng
-
EconWPA
-
2003
In this paper the interest rate-exchange rate nexus and the effectiveness of interest rate defence are investigated theoretically and empirically. We construct a simple theoretical model by incorporating Taylor rule in the model proposed by Jeanne and Rose (2002). Mixing the macroeconomic theory...
Persistent link: https://www.econbiz.de/10005062695
Saved in:
424
Comportements chartistes et fondamentalistes : coexistence ou domination alternative sur le marché des changes?
Bessec, Marie
;
Robineau, François-Mathieu
- In:
Revue économique : revue bimestrielle
54
(
2003
)
5
,
pp. 1213-1238
Persistent link: https://www.econbiz.de/10001836433
Saved in:
425
Uncertainty and the stability of financial markets in open economies : empirical evidence from regime-switching models
Tillmann, Peter
-
2003
Persistent link: https://www.econbiz.de/10001786430
Saved in:
426
Die Erwartungstheorie der Zinsstruktur : variable Zeitprämien, Regimeunsicherheit und Markov-Switching-Modelle ; eine empirischen Analyse für den deutschen Rentenmarkt
Perl, Robert
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001748278
Saved in:
427
In search of leading indicators of economic activity in Germany
Bandholz, Harm
;
Funke, Michael
- In:
Journal of forecasting
22
(
2003
)
4
,
pp. 277-297
Persistent link: https://www.econbiz.de/10001775826
Saved in:
428
Power issues when testing the
Markov
switching
model
with the sup likelihood ratio test using U.S. output
Coe, Patrick J.
- In:
Empirical Economics
27
(
2002
)
2
,
pp. 395-401
switching
model
does not possess the standard 2 distribution. Garcia (1998) derives the asymptotic distribution of the Sup LR …The likelihood ratio (LR) test statistic for the test of a linear AR(1) model against the alternative of a
Markov
…
Persistent link: https://www.econbiz.de/10005612915
Saved in:
429
Internationale Konjunkturübertragung : empirische Untersuchung mittels eines Markov-Regimewechsel-Modells
Wunderlich, Claus Günter Ludwig
-
2002
Persistent link: https://www.econbiz.de/10001702387
Saved in:
430
Exchange rates and fundamentals a non-linear relationship?
De Grauwe, Paul
;
Vansteenkiste, Isabel
-
2002
Persistent link: https://www.econbiz.de/10001665429
Saved in:
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