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  • Search: subject:"Markovswitching"
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Year of publication
Subject
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Markov-switching 147 Markov-Kette 136 Markov chain 134 Schätzung 80 Estimation 72 Theorie 62 Markov-switching models 54 Markov-switching model 53 Theory 52 Business cycle 49 Konjunktur 48 Monetary policy 48 Zeitreihenanalyse 48 Geldpolitik 46 Bayesian inference 45 Time series analysis 44 Markov-Switching 43 VAR-Modell 40 Volatility 40 Volatilität 39 Prognoseverfahren 38 VAR model 38 Forecasting model 35 USA 34 Bayes-Statistik 32 Börsenkurs 31 Share price 27 United States 27 GARCH 25 Inflation 23 Schock 22 Shock 22 cointegration 21 Financial crisis 20 Finanzkrise 20 Welt 20 World 19 EU-Staaten 18 Finanzpolitik 18 Fiscal policy 18
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Online availability
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Free 536 CC license 26
Type of publication
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Book / Working Paper 417 Article 109 Other 10
Type of publication (narrower categories)
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Working Paper 207 Arbeitspapier 122 Graue Literatur 120 Non-commercial literature 120 Article in journal 64 Aufsatz in Zeitschrift 64 Article 30 Thesis 4 Hochschulschrift 3 Congress Report 2 Collection of articles of several authors 1 Research Report 1 Sammelwerk 1
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Language
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English 391 Undetermined 131 Portuguese 6 Spanish 5 French 3 Turkish 1
Author
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Casarin, Roberto 23 Billio, Monica 20 Ravazzolo, Francesco 19 Bianchi, Francesco 14 Guérin, Pierre 12 Melosi, Leonardo 12 Lux, Thomas 11 Dijk, Herman K. van 10 Gupta, Rangan 10 Ihle, Rico 10 Leiva-Leon, Danilo 10 Buthelezi, Eugene Msizi 9 Beckmann, Joscha 7 Czudaj, Robert 7 Djuric, Ivan 7 Dufays, Arnaud 7 Funke, Michael 7 Girardin, Eric 7 Glauben, Thomas 7 McAleer, Michael 7 Reif, Magnus 7 Segnon, Mawuli 7 von Cramon-Taubadel, Stephan 7 Busse, Stefan 6 Haase, Felix 6 Hollmayr, Josef 6 Lütkepohl, Helmut 6 Maih, Junior 6 Netšunajev, Aleksei 6 Park, Cyn-Young 6 Wilfling, Bernd 6 Woźniak, Tomasz 6 Allen, David E. 5 Dufrénot, Gilles 5 Kuek, Tai-Hock 5 Puah, Chin-Hong 5 Wolters, Maik H. 5 Zakipour-Saber, Shayan 5 Bahloul, Slah 4 Balcilar, Mehmet 4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 18 Dipartimento di Economia, Università Ca' Foscari Venezia 6 Banque de France 5 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 5 HAL 5 Society for Computational Economics - SCE 5 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 East Asian Bureau of Economic Research (EABER) 4 European Association of Agricultural Economists - EAAE 4 European Central Bank 4 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 4 BANCO DE LA REPÚBLICA 3 Banco Central de Reserva del Perú 3 Banco de la Republica de Colombia 3 CESifo 3 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 3 Department of Economics, Oxford University 3 Duke University, Department of Economics 3 Institute of Economic Research, Hitotsubashi University 3 International Association of Agricultural Economists - IAAE 3 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 3 Tinbergen Instituut 3 University of Bonn, Germany 3 Agricultural and Applied Economics Association - AAEA 2 Bank of England 2 Center for Financial Studies 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Department of Economics, University of Sheffield 2 Department of Economics, Waikato Management School 2 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 2 Econometric Society 2 Economics Department, University of Maryland-Baltimore County 2 Federal Reserve Bank of Chicago 2 Federal Reserve Bank of St. Louis 2 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 2 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 2 Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 2 Norges Bank 2 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 2
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Published in...
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MPRA Paper 18 Working Paper 11 Working paper 11 ECB Working Paper 8 CESifo Working Paper 7 Working papers 7 Bonn Econ Discussion Papers 6 Discussion paper / Tinbergen Institute 6 Documentos de trabajo / Banco de España 6 Tinbergen Institute Discussion Paper 6 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 6 CESifo working papers 5 CQE Working Papers 5 DIW Discussion Papers 5 Economics Working Paper 5 Ruhr Economic Papers 5 Working Papers / HAL 5 Working papers / Banque de France 5 CORE Discussion Papers 4 Cogent Economics & Finance 4 Cogent economics & finance 4 Department of Economics working paper series 4 Discussion paper 4 Discussion papers / Deutsches Institut für Wirtschaftsforschung 4 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 4 Economies : open access journal 4 Tinbergen Institute Discussion Papers 4 Working Paper Series / European Central Bank 4 Working paper series / European Central Bank 4 BORRADORES DE ECONOMIA 3 Borradores de Economia 3 CAMA working paper series 3 CESifo Working Paper Series 3 Documents de recherche 3 Economics Series Working Papers / Department of Economics, Oxford University 3 FRB St. Louis Working Paper 3 International Journal of Energy Economics and Policy : IJEEP 3 Working Papers / Banco Central de Reserva del Perú 3 Working Papers / Duke University, Department of Economics 3 Working papers / Federal Reserve Bank of Chicago 3
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Source
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RePEc 211 ECONIS (ZBW) 193 EconStor 117 BASE 15
Showing 1 - 10 of 536
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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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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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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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Sum-of-the-parts revised: Economic regimes and flexible probabilities
Haase, Felix - 2024
of ten macro-financial variables using Markov-switching regressions. Second, we treat the regime filtering results from …
Persistent link: https://www.econbiz.de/10015063433
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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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Navigating global uncertainty : examining the effect of geopolitical risks on cryptocurrency prices and volatility in a Markov-switching vector autoregressive model
Buthelezi, Eugene Msizi - In: International economic journal 38 (2024) 4, pp. 564-590
Persistent link: https://www.econbiz.de/10015195347
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Business and financial cycle across regimes : does financial stress matter?
Giampaoli, Noemi; Cucculelli, Marco; Sullo, Valerio - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10015211649
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Modelling inflation dynamics and global oil price shocks in OAPEC countries : TVP-VAR
Elsherif, Marwa - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 3, pp. 51-69
Persistent link: https://www.econbiz.de/10014532556
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