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  • Search: subject:"Switching Models"
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Year of publication
Subject
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Markov-Kette 141 Markov chain 139 Markov-switching models 95 Theorie 76 Markov switching models 74 Theory 73 Schätzung 68 Estimation 60 Business cycle 48 Regime-switching models 42 Prognoseverfahren 41 Zeitreihenanalyse 41 Time series analysis 39 Forecasting model 38 Volatility 38 Konjunktur 36 Volatilität 36 regime-switching models 33 Regime switching models 32 Geldpolitik 30 Monetary policy 30 Bayesian inference 25 regime switching models 25 Bayes-Statistik 23 Capital income 23 Kapitaleinkommen 23 Portfolio selection 23 Portfolio-Management 23 USA 23 Inflation 21 Markov Switching Models 20 VAR-Modell 20 Börsenkurs 19 Share price 19 United States 19 VAR model 19 Bayesian analysis 18 Financial crisis 18 Markov regime-switching models 17 ARCH model 16
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Online availability
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Free 252 Undetermined 131 CC license 6
Type of publication
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Book / Working Paper 232 Article 219 Other 3
Type of publication (narrower categories)
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Article in journal 129 Aufsatz in Zeitschrift 129 Working Paper 93 Graue Literatur 57 Non-commercial literature 57 Arbeitspapier 56 Article 9 research-article 5 Aufsatz im Buch 4 Book section 4 Hochschulschrift 2 Thesis 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Konferenzschrift 1 Report 1 Sammelwerk 1 Sammlung 1
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Language
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English 290 Undetermined 150 German 4 French 3 Portuguese 3 Italian 2 Polish 1 Spanish 1 Turkish 1
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Author
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Bianchi, Francesco 17 Melosi, Leonardo 16 Paap, Richard 14 Franses, Philip Hans 10 Dijk, Dick van 9 Kuzin, Vladimir 8 Billio, Monica 7 Cakmakli, Cem 7 Dias, José G. 7 Ramos, Sofia B. 7 Woźniak, Tomasz 7 van Dijk, Dick 7 Çakmaklı, Cem 7 Billi, Roberto M. 6 Droumaguet, Matthieu 6 Galí, Jordi 6 Nakov, Anton 6 Ferrara, Laurent 5 Fritsche, Ulrich 5 Haase, Felix 5 Hashimzade, Nigar 5 Kirsanov, Oleg 5 Kirsanova, Tatiana 5 Legerstee, Rianne 5 Maih, Junior 5 Neuenkirch, Matthias 5 Zagst, Rudi 5 Amisano, Gianni 4 Bec, Frédérique 4 Castelnuovo, Efrem 4 Colavecchio, Roberta 4 D'Addona, Stefano 4 Fagan, Gabriel 4 Funke, Michael 4 Greco, Luciano 4 Guidolin, Massimo 4 Hillebrand, Martin 4 Hubrich, Kirstin 4 Krolzig, Hans-Martin 4 Manera, Matteo 4
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 16 HAL 6 Dipartimento di Economia, Università Ca' Foscari Venezia 5 Banque de France 4 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 4 Department of Economics, University of Pennsylvania 4 EconWPA 4 Banco Central de Reserva del Perú 3 C.E.P.R. Discussion Papers 3 Department of Economics, Oxford University 3 Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Tinbergen Institute 3 Tinbergen Instituut 3 Asociación Española de Economía y Finanzas Internacionales - AEEFI 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Centro di Ricerca sull'Economia delle Istituzioni (CREI), Università degli Studi di Roma 3 2 Department of Economics, National University of Ireland 2 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 2 Duke University, Department of Economics 2 European Central Bank 2 Federal Reserve Bank of Chicago 2 Fondazione ENI Enrico Mattei (FEEM) 2 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 2 HWWA Institut für Wirtschaftsforschung 2 School of Economics, University of Manchester 2 Society for Computational Economics - SCE 2 Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise 2 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 2 Banco de España 1 Carleton University, Department of Economics 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre for Economic Research, School of Economics and Management Studies 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Crawford School of Public Policy, Australian National University 1 Departamento de Economía, Pontificia Universidad Católica del Perú 1 Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1
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Published in...
All
MPRA Paper 16 Working Paper 8 International journal of theoretical and applied finance 6 Tinbergen Institute Discussion Papers 6 DIW Discussion Papers 5 Energy economics 5 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 5 Discussion Papers of DIW Berlin 4 ECB Working Paper 4 Empirical Economics 4 Energy Economics 4 Journal of Applied Economics 4 Journal of forecasting 4 Journal of international financial markets, institutions & money 4 PIER Working Paper Archive 4 Post-Print / HAL 4 Studies in Nonlinear Dynamics & Econometrics 4 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 4 Working papers / Banque de France 4 Applied economics 3 CEPR Discussion Papers 3 CESifo Working Paper 3 CESifo working papers 3 Computational Statistics & Data Analysis 3 Discussion paper / Tinbergen Institute 3 Discussion papers / Deutsches Institut für Wirtschaftsforschung 3 Econometric Institute Report 3 Econometric Institute Research Papers 3 Economic modelling 3 Economics Series Working Papers / Department of Economics, Oxford University 3 Finance research letters 3 International review of financial analysis 3 Journal of empirical finance 3 Journal of monetary economics 3 Tinbergen Institute Discussion Paper 3 Working Papers / Banco Central de Reserva del Perú 3 Working papers 3 Working papers / Federal Reserve Bank of Chicago 3 Agricultural Finance Review 2 Asia-Pacific Financial Markets 2
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Source
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RePEc 205 ECONIS (ZBW) 193 EconStor 46 BASE 5 Other ZBW resources 5
Showing 291 - 300 of 454
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A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
Elias, R. S.; Wahab, M. I. M.; Fang, Liping - In: European journal of operational research : EJOR 232 (2014) 3, pp. 549-560
Persistent link: https://www.econbiz.de/10010224963
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Asset pricing and the role of macroeconomic volatility
D'Addona, Stefano; Giannikos, Christos - In: Annals of finance 10 (2014) 2, pp. 197-215
Persistent link: https://www.econbiz.de/10010350379
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Pricing and semimartingale representations of vulnerable contingent claims in regime-switching markets
Capponi, Agostino; Figueroa-López, José E.; Nisen, Jeffrey - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 250-288
Persistent link: https://www.econbiz.de/10010357375
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Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino; Figueroa-López, José E. - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
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Dynamic multiproduct optimal hedging in the soybean complex - do time -varying correlations provide hedging improvements?
Tejeda, Herman A.; Goodwin, Barry K. - In: Applied economics 46 (2014) 25/27, pp. 3312-3322
Persistent link: https://www.econbiz.de/10010418027
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Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi; Nagai, Hideo; Runggaldier, Wolfgang J. - In: Asia-Pacific financial markets 21 (2014) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
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Forecasting market turbulence using regime-switching models
Hauptmann, Johannes; Hoppenkamps, Anja; Min, Aleksey; … - In: Financial markets and portfolio management 28 (2014) 2, pp. 139-164
Persistent link: https://www.econbiz.de/10010358884
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An overview of electricity price regimes in the U.S. wholesale markets
Dias, José G.; Ramos, Sofia B. - In: The interrelationship between financial and energy markets, (pp. 215-232). 2014
Persistent link: https://www.econbiz.de/10010411141
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When was the US housing downturn predictable? : a comparison of univariate forecasting methods
Zietz, Joachim; Traian, Anca - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 271-281
Persistent link: https://www.econbiz.de/10010467333
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Policy rules, regime switches, and trend inflation : an empirical investigation for the United States
Castelnuovo, Efrem; Greco, Luciano; Raggi, Davide - In: Macroeconomic dynamics 18 (2014) 4, pp. 920-942
Persistent link: https://www.econbiz.de/10010467417
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