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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

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

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

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

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

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

On Bayesian filtering for Markov regime switching models

Hashimzade, Nigar; Kirsanov, Oleg; Kirsanova, Tatiana; … - 2024

Persistent link: https://www.econbiz.de/10015179376

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

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

Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes

Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483

Persistent link: https://www.econbiz.de/10014475504

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