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  • Search: subject:"Markov-switching"
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Year of publication
Subject
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Markov-Kette 879 Markov chain 878 Markov switching 538 Schätzung 511 Estimation 490 Theorie 376 Theory 357 Markov-switching 291 Volatility 276 Volatilität 268 Zeitreihenanalyse 265 Time series analysis 263 Business cycle 226 Konjunktur 210 Markov switching model 186 Prognoseverfahren 184 Monetary policy 181 Forecasting model 177 Geldpolitik 169 Börsenkurs 168 VAR-Modell 167 VAR model 165 Share price 163 Bayesian inference 153 Markov Switching 144 Capital income 142 Kapitaleinkommen 142 ARCH-Modell 138 ARCH model 135 Markov-switching model 129 Aktienmarkt 127 Stock market 127 Bayes-Statistik 119 Welt 115 Schock 113 Shock 112 World 110 USA 109 United States 96 Markov-switching models 95
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Online availability
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Free 1,238 Undetermined 726 CC license 50
Type of publication
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Article 1,173 Book / Working Paper 1,121 Other 16
Type of publication (narrower categories)
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Article in journal 776 Aufsatz in Zeitschrift 776 Working Paper 466 Graue Literatur 262 Non-commercial literature 262 Arbeitspapier 252 Article 61 Aufsatz im Buch 17 Book section 17 Thesis 16 Hochschulschrift 15 research-article 14 Collection of articles of several authors 5 Dissertation u.a. Prüfungsschriften 5 Sammelwerk 5 Aufsatzsammlung 3 Conference paper 3 Konferenzbeitrag 3 Konferenzschrift 3 Conference Paper 2 Congress Report 2 Amtsdruckschrift 1 Collection of articles written by one author 1 Government document 1 Research Report 1 Sammlung 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 1,581 Undetermined 670 Portuguese 17 Spanish 15 German 14 French 7 Italian 3 Polish 2 Czech 1 Turkish 1
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Author
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Casarin, Roberto 39 Bianchi, Francesco 32 Velinov, Anton 31 Billio, Monica 30 Kaufmann, Sylvia 30 Ravazzolo, Francesco 30 Lütkepohl, Helmut 29 Melosi, Leonardo 24 Guérin, Pierre 23 Gupta, Rangan 22 Maih, Junior 22 Balcilar, Mehmet 20 Funke, Michael 18 Beckmann, Joscha 17 Chevallier, Julien 17 Czudaj, Robert 17 Guidolin, Massimo 17 Krolzig, Hans-Martin 17 Netšunajev, Aleksei 17 Leiva-Leon, Danilo 16 Chauvet, Marcelle 15 Wilfling, Bernd 14 Alexandre, Fernando 13 Bauwens, Luc 13 Bação, Pedro 13 Dufays, Arnaud 12 Glauben, Thomas 12 Lux, Thomas 12 Marcellino, Massimiliano 12 Bouabdallah, Othman 11 Dijk, Herman K. van 11 Frömmel, Michael 11 Ihle, Rico 11 Keddad, Benjamin 11 Kuzin, Vladimir 11 MacDonald, Ronald 11 Spagnolo, Nicola 11 Toro, Juan 11 Amisano, Gianni 10 Cavicchioli, Maddalena 10
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 48 C.E.P.R. Discussion Papers 19 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 16 EconWPA 16 Econometric Society 15 HAL 14 Oesterreichische Nationalbank 14 Society for Computational Economics - SCE 14 European Central Bank 13 Université Paris-Dauphine (Paris IX) 11 Banque de France 10 Department of Economics, Oxford University 10 Dipartimento di Economia, Università Ca' Foscari Venezia 10 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 10 CESifo 8 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 8 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 7 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 7 Scottish Institute for Research in Economics (SIRE) 7 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 6 Department of Economics, University of Pennsylvania 6 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 6 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 6 School of Economics and Management, University of Aarhus 6 Banco Central de Reserva del Perú 5 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 5 European Association of Agricultural Economists - EAAE 5 Institut für Weltwirtschaft (IfW) 5 Tinbergen Instituut 5 BANCO DE LA REPÚBLICA 4 Banco de la Republica de Colombia 4 Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales 4 Duke University, Department of Economics 4 East Asian Bureau of Economic Research (EABER) 4 Henley Business School, University of Reading 4 Institut de Préparation à l'Administration et à la Gestion (IPAG) 4 Norges Bank 4 Rimini Centre for Economic Analysis (RCEA) 4 School of Economics, University of Surrey 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4
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Published in...
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MPRA Paper 48 Working Paper 38 Economic modelling 32 Energy economics 28 Applied economics 25 DIW Discussion Papers 22 The North American journal of economics and finance : a journal of financial economics studies 21 ECB Working Paper 20 Empirical Economics 20 CEPR Discussion Papers 19 International review of economics & finance : IREF 19 Economics letters 18 Discussion papers / Deutsches Institut für Wirtschaftsforschung 17 International review of financial analysis 17 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 17 CESifo Working Paper 16 Discussion Papers of DIW Berlin 16 Economic Modelling 16 Macroeconomic dynamics 16 Working paper 16 Applied economics letters 15 Finance research letters 15 Research in international business and finance 15 International journal of forecasting 14 Working Papers / Oesterreichische Nationalbank 14 Studies in Nonlinear Dynamics & Econometrics 13 Working Paper Series / European Central Bank 13 CESifo working papers 12 Econometrics 12 Economies : open access journal 12 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 12 Journal of econometrics 12 Journal of empirical finance 12 Economics Papers from University Paris Dauphine 11 Journal of banking & finance 11 Working papers 11 Economics Series Working Papers / Department of Economics, Oxford University 10 Journal of economic dynamics & control 10 Journal of macroeconomics 10 NIPE Working Papers 10
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Source
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ECONIS (ZBW) 1,085 RePEc 902 EconStor 279 BASE 24 Other ZBW resources 14 USB Cologne (EcoSocSci) 5 USB Cologne (business full texts) 1
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Showing 1 - 10 of 2,310
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An analysis of business cycle fluctuations in Slovenia and the euro area
Radovan, Jan - 2023
Persistent link: https://www.econbiz.de/10014301314
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The impact of oil prices on Kazakhstan's business cycles : an empirical approach considering asymmetry
Akhmet, Alisher; Mussa, Aidynbek - 2025
Persistent link: https://www.econbiz.de/10015330419
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Exchange rate volatility, stock prices and returns in BRICS : the moderating effect of inflation with wavelength analysis
Umoru, David; Igbinovia, Beauty; Odegha, Benjamin - 2025
This study aimed to evaluate the conditional effect of exchange rate volatility on stock prices and returns in the emerging markets of BRICS nations. Using daily data from 1 January 2000 to 30 December 2023, wavelet and quantile analysis were conducted. The Markov-regime model was estimated for...
Persistent link: https://www.econbiz.de/10015402817
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Exchange rate volatility, stock prices and returns in BRICS: The moderating effect of inflation with wavelength analysis
Umoru, David; Igbinovia, Beauty; Odegha, Benjamin - In: Economic Forum 15 (2025) 1, pp. 38-57
This study aimed to evaluate the conditional effect of exchange rate volatility on stock prices and returns in the emerging markets of BRICS nations. Using daily data from 1 January 2000 to 30 December 2023, wavelet and quantile analysis were conducted. The Markov-regime model was estimated for...
Persistent link: https://www.econbiz.de/10015408469
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Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE
Kato, Ryo; Maih, Junior; Nishihama, Shin-Ichi - 2025
pre-2000 trend inflation developing a Markov-switching New Keynesian dynamic stochastic general equilibrium (DSGE) model …
Persistent link: https://www.econbiz.de/10015433827
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The FED model : Is it still with us?
McMillan, David G. - In: The North American journal of economics and finance : a … 79 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015435422
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The link between energy prices and stock markets in European Union countries
Grecu, Robert Adrian; Cramer, Alexandru Adrian; Pele, … - In: The North American journal of economics and finance : a … 78 (2025), pp. 1-25
Persistent link: https://www.econbiz.de/10015434428
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Trend Inflation in the Japanese pre-2000s : a Markov-Switching DSGE
Kato, Ryo; Maih, Junior; Nishihama, Shin-Ichi - 2025
pre-2000 trend inflation developing a Markov-switching New Keynesian dynamic stochastic general equilibrium (DSGE) model …
Persistent link: https://www.econbiz.de/10015333298
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On Bayesian filtering for Markov regime switching models
Hashimzade, Nigar; Kirsanov, Oleg; Kirsanova, Tatiana; … - 2024
This paper presents a framework for empirical analysis of dynamic macroeconomic models using Bayesian Öltering, with a speciÖc focus on the state-space formulation of Dynamic Stochastic General Equilibrium (DSGE) models with multiple regimes. We outline the theoretical foundations of model...
Persistent link: https://www.econbiz.de/10015195409
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Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model
Koursaros, Demetris; Michail, Nektarios; Savva, Christos - In: Economic modelling 141 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015192259
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