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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
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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
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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
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ECONIS (ZBW)
223
RePEc
154
EconStor
50
BASE
3
Other ZBW resources
3
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111
The Venezuelan sovereign default risk and its macroeconomic determinants over the last fifteen years : the impact of political and economic uncertainty
Urbina, Mariana
;
Acosta, Ali
;
Barráez, Daniel
-
2016
-
Versión preliminar
Persistent link: https://www.econbiz.de/10011686420
Saved in:
112
Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas
Acosta, Ali
;
Barráez, Daniel
;
Pérez, Danyira
;
Urbina, …
-
2016
-
Versión preliminar
Persistent link: https://www.econbiz.de/10011686481
Saved in:
113
Assessing the Iranian fiscal sustainability in past and future through tax side of the economy
Fathalizadeh, Mahsa
- In:
Iranian economic review : journal of University of Tehran
20
(
2016
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10011582389
Saved in:
114
The impact of business and political news on the GCC stock markets
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012548388
Saved in:
115
Volatility spillover analysis in commodity markets : volatility spillover from oil prices to precious metals under different regimes
Kirkpinar, Aysegul
- In:
Contemporary issues in business economics and finance
,
(pp. 45-56)
.
2020
Persistent link: https://www.econbiz.de/10012313140
Saved in:
116
Markov-switching
model
of family income quintile shares
Papanikolaou, Nikolaos
- In:
Atlantic economic journal : AEJ
48
(
2020
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012271813
Saved in:
117
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
118
Identifying structural changes and associations in exchange rates with Markov switching models : the evidence from Central European currency markets
Kołodziejczyk, Hanna
- In:
Bank i kredyt
51
(
2020
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10012503346
Saved in:
119
Economic and business cycles with time varying in India : evidence from ICT sectors
Chukiat Chaiboonsri
;
Satawat Wannapan
;
Cerulli, Giovanni
- In:
International journal of computational economics and …
10
(
2020
)
4
,
pp. 366-379
Persistent link: https://www.econbiz.de/10012507536
Saved in:
120
Funding liquidity risk and the low-volatility anomaly : evidence from the Taiwan stock market
Hsu, Ching-Chi
;
Wei, An-Pin
;
Chen, Miao-Ling
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012665989
Saved in:
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