Search Results - subject:"Time varying transition probabilities"

Colombian economic growth under Markov switching regimes with endogenous transition probabilities

Misas, Martha; Ramírez, María Teresa - BANCO DE LA REPÚBLICA - 2006

regime model with both fixed (FTP) and time-varying transition probabilities (TVTP) to explain regime changes in the economic …

Persistent link: https://www.econbiz.de/10005597682

Money growth and inflation: A regime switching approach

Amisano, Gianni; Fagan, Gabriel - In: Journal of International Money and Finance 33 (2013) C, pp. 118-145

We develop a Markov Switching model for inflation with time-varying transition probabilities. Inflation is …

Persistent link: https://www.econbiz.de/10010636243

Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach

Walid, Chkili; Chaker, Aloui; Masood, Omar; Fry, John - In: Emerging markets review 12 (2011) 3, pp. 272-292

Persistent link: https://www.econbiz.de/10009306830

Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach

Höppner, Florian; Wesche, Katrin - 2000

neoclassical regime prevailing around 1972-74, 1979-82 and 1991-93. Furthermore, using time-varying transition probabilities (TVTP …

Persistent link: https://www.econbiz.de/10010317692

Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach

Höppner, Florian; Wesche, Katrin - University of Bonn, Germany - 2000

neoclassical regime prevailing around 1972-74, 1979-82 and 1991-93. Furthermore, using time-varying transition probabilities (TVTP …

Persistent link: https://www.econbiz.de/10004968394

Non-linear effects of fiscal policy in Germany : a Markov-switching approach

Höppner, Florian; Wesche, Katrin - 2000 - This version: July 2000

neoclassical regime prevailing around 1972-74, 1979-82 and 1991-93. Furthermore, using time-varying transition probabilities (TVTP …

Persistent link: https://www.econbiz.de/10011540071

Current Account Reversals Triggered by Large Exchange Rate Movements

Müller-Plantenberg, Nikolas A. - In: Cuadernos de Economía - Spanish Journal of Economics … 31 (2008) 86, pp. 059-082

Japan’s long-lasting current account surplus as well as Germany’s temporary surplus during the 1980s are the two largest current account surpluses the world has witnessed. Remarkably, net exports were rising in both countries despite the large overall appreciation of the Japanese yen and the...

Persistent link: https://www.econbiz.de/10011201744

On the Non-Stationarity of German Income Mobility (and some observations on poverty dynamics)

Schluter, Christian - Suntory and Toyota International Centres for Economics … - 1997

The intra-distributional mobility of German income dynamics is analysed using GSOEP. Transition probabilities are found to be time-varying. The tested models comprise various mixed Markov chains in discrete time and a non-stationary mover-stayer model is proposed. In order to explain the...

Persistent link: https://www.econbiz.de/10005510521

On the non-stationarity of German income mobility (and some observations on poverty dynamics)

Schluter, Christian - London School of Economics (LSE) - 1997

Persistent link: https://www.econbiz.de/10010746219

Nueva Evidencia Empírica sobre las Turbulencias Cambiarias de la Peseta Española. 1989-1998/New Evidence about Turbulences on the Spanish Peseta. 1989-1998s

RODRÍGUEZ, Mª ARACELI - In: Estudios de Economía Aplicada 23 (2005) Abril, pp. 207-230

-Switching Regime Model with time varying transition probabilities we study the contrivance of different macroeconomic variables. We …

Persistent link: https://www.econbiz.de/10005814461