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Search: subject:"Switching Models"
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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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Free
252
Undetermined
131
CC license
6
Type of publication
All
Book / Working Paper
232
Article
219
Other
3
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All
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
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2
Thesis
2
Collection of articles of several authors
1
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1
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1
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1
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1
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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
All
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
All
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...
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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
All
RePEc
205
ECONIS (ZBW)
193
EconStor
46
BASE
5
Other ZBW resources
5
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301
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310
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301
Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand
Yang, Lu
;
Hamori, Shigeyuki
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 145-155
Persistent link: https://www.econbiz.de/10010498752
Saved in:
302
Inflation and market uncertainty in South Africa
Burger, Philippe
- In:
The South African journal of economics
82
(
2014
)
4
,
pp. 583-602
Persistent link: https://www.econbiz.de/10010502123
Saved in:
303
Cyclical dynamics of the Turkish economy and the stock market
Senyuz, Zeynep
;
Yoldas, Emre
;
Baycan, Ismail Onur
- In:
International economic journal
28
(
2014
)
3
,
pp. 405-423
Persistent link: https://www.econbiz.de/10010503505
Saved in:
304
The switching relationship between natural gas and crude oil prices
Brigida, Matthew
- In:
Energy economics
43
(
2014
),
pp. 48-55
Persistent link: https://www.econbiz.de/10010504181
Saved in:
305
The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
Saved in:
306
Determining the effectiveness of optimal time-varying hedge ratios for cattle feeders under multiproduct and single commodity settings
Tejeda, Hernan
;
Feuz, Dillon M.
- In:
Agricultural finance review
74
(
2014
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10011304620
Saved in:
307
Un análisis de los desequilibrios del tipo de cambio real argentino bajo cambios de régimen
Aromí, Daniel
;
Dal Bianco, Marcos
- In:
Ensayos económicos
71
(
2014
),
pp. 39-71
Persistent link: https://www.econbiz.de/10011509107
Saved in:
308
Heterogeneous price dynamics in US regional electricity markets
Dias, José G.
;
Ramos, Sofia B.
- In:
Energy economics
46
(
2014
),
pp. 453-463
Persistent link: https://www.econbiz.de/10011298959
Saved in:
309
The forward premium puzzle and the Euro
Nagayasu, Jun
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 436-451
Persistent link: https://www.econbiz.de/10011299781
Saved in:
310
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
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