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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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231
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231
Linkage between crop diversity and agro-ecosystem resilience : nonmonotonic agricultural response under alternate regimes
Matsushita, Kyohei
;
Yamane, Fumihiro
;
Asano, Kota
- In:
Ecological economics : the transdisciplinary journal of …
126
(
2016
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011629083
Saved in:
232
Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention
Kitamura, Yoshihiro
- In:
Research in international business and finance
36
(
2016
),
pp. 436-446
Persistent link: https://www.econbiz.de/10011594524
Saved in:
233
Risk-return trade-off for European stock markets
Aslanidis, Nektarios
;
Christiansen, Charlotte
;
Savva, …
- In:
International review of financial analysis
46
(
2016
),
pp. 84-103
Persistent link: https://www.econbiz.de/10011580870
Saved in:
234
Structural vector autoregressions : checking identifying long-run restrictions via heteroskedasticity
Lütkepohl, Helmut
;
Velinov, Anton
- In:
Journal of economic surveys
30
(
2016
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10011553496
Saved in:
235
Export restrictions - do consumers really benefit? : The wheat-to-bread supply chain in Serbia
Djuric, Ivan
;
Götz, Linde Johanna
- In:
Food policy : economics planning and politics of food …
63
(
2016
),
pp. 112-123
Persistent link: https://www.econbiz.de/10011633712
Saved in:
236
Can we invest on the basis of equity risk premia and risk factors from multi-factor models?
Sakowski, Paweł
;
Slepaczuk, Robert
;
Wywiał, Mateusz
- In:
Economics and business review
2
(
2016
)
3
,
pp. 78-98
Persistent link: https://www.econbiz.de/10011634969
Saved in:
237
Daily exchange rate determination : short-term speculation and longer-term expectation
Seddha-Udom, Thanaporn
- In:
Journal of international economic review
9
(
2016
)
2
,
pp. 257-283
Persistent link: https://www.econbiz.de/10011673065
Saved in:
238
Wealth effect and investor sentiment
Tsai, I-Chun
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 111-123
Persistent link: https://www.econbiz.de/10011673349
Saved in:
239
The probability of informed trading measured with price impact, price reversal, and volatility
Kitamura, Yoshihiro
- In:
Journal of international financial markets, …
42
(
2016
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011673417
Saved in:
240
Dating US business cycles with macro factors
Fossati, Sebastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 529-547
Persistent link: https://www.econbiz.de/10011649152
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