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ECONIS (ZBW)
67
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1
Does the Survey of Professional Forecasters help predict the shape of recessions in real time?
Eo, Yunjong
;
Morley, James C.
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506415
Saved in:
2
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
3
A protocol for repeated bargaining
Kato, Akihisa
;
Ríos-Rull, José-Víctor
- In:
Economics letters
227
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014336120
Saved in:
4
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
5
Social security as Markov equilibrium in OLG models : clarifications and some new insights
Lopez-Velasco, Armando R.
- In:
Economics letters
217
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013465512
Saved in:
6
Friedman's plucking model : new international evidence from Maddison Project data
Hartley, Jonathan S.
- In:
Economics letters
199
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605927
Saved in:
7
Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
Saved in:
8
Recession-specific recoveries : L’s, U’s and everything in between
Donayre, Luiggi
;
Panovska, Irina
- In:
Economics letters
209
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013209502
Saved in:
9
Bitcoin's energy consumption : is it the Achilles heel to miner's revenue?
Das, Debojyoti
;
Dutta, Anupam
- In:
Economics letters
186
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012503763
Saved in:
10
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
11
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
12
Transition and limiting distributions when covariates are available
Tsionas, Efthymios G.
- In:
Economics letters
183
(
2019
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012122503
Saved in:
13
Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur
;
Ayouba, Kassoum
;
Le Gallo, Julie
- In:
Economics letters
163
(
2018
),
pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
Saved in:
14
Diagnostic checking of Markov multiplicative error models
Guo, Bin
;
Li, Shuo
- In:
Economics letters
170
(
2018
),
pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
Saved in:
15
Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej
;
Dufays, Arnaud
- In:
Economics letters
170
(
2018
),
pp. 122-126
Persistent link: https://www.econbiz.de/10012019659
Saved in:
16
Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos
- In:
Economics letters
171
(
2018
),
pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
Saved in:
17
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
18
A generalization of Ramsey rule on discount rate with regime switching
Park, Seyoung
- In:
Economics letters
170
(
2018
),
pp. 147-150
Persistent link: https://www.econbiz.de/10012019573
Saved in:
19
Clustering regional business cycles
Gadea, María Dolores
;
Gómez-Loscos, Ana
;
Bandrés, Eduardo
- In:
Economics letters
162
(
2018
),
pp. 171-176
Persistent link: https://www.econbiz.de/10011939830
Saved in:
20
Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G.
- In:
Economics letters
165
(
2018
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
Saved in:
21
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
22
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
23
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
24
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
25
A note on the macroeconomic consequences of ethnic/racial tension
Arin, Kerim Peren
;
Koyuncu, Murat
;
Spagnolo, Nicola
- In:
Economics letters
155
(
2017
),
pp. 100-103
Persistent link: https://www.econbiz.de/10011821625
Saved in:
26
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
Saved in:
27
Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching
Klinger, Sabine
;
Weber, Enzo
- In:
Economics letters
144
(
2016
),
pp. 115-118
Persistent link: https://www.econbiz.de/10011617232
Saved in:
28
Modeling rating transitions with instantaneous default
Weißbach, Rafael
;
Strohecker, Fynn
- In:
Economics letters
145
(
2016
),
pp. 38-40
Persistent link: https://www.econbiz.de/10011618149
Saved in:
29
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
30
Determinants of transition in artificially discrete Markov chains using microdata
Vassilopoulos, Achilleas
;
Klonaris, Stathis
- In:
Economics letters
146
(
2016
),
pp. 17-20
Persistent link: https://www.econbiz.de/10011618973
Saved in:
31
A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard
- In:
Economics letters
133
(
2015
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011431805
Saved in:
32
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
33
Uniqueness of Markov equilibrium in stochastic OLG models with nonclassical production
Hillebrand, Marten
- In:
Economics letters
123
(
2014
)
2
,
pp. 171-176
Persistent link: https://www.econbiz.de/10010400302
Saved in:
34
Can Markov switching model generate long memory?
Baek, Changryong
;
Fortuna, Natércia
;
Pipiras, Vladas
- In:
Economics letters
124
(
2014
)
1
,
pp. 117-121
Persistent link: https://www.econbiz.de/10010490562
Saved in:
35
A Markov-switching model with component structure for US GNP
Doornik, Jurgen A.
- In:
Economics letters
118
(
2013
)
2
,
pp. 265-268
Persistent link: https://www.econbiz.de/10009706797
Saved in:
36
Characterizing very high uncertainty episodes
Bijsterbosch, Martin
;
Guérin, Pierre
- In:
Economics letters
121
(
2013
)
2
,
pp. 239-243
Persistent link: https://www.econbiz.de/10010346315
Saved in:
37
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
Saved in:
38
Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
Saved in:
39
An algorithm for generalized impulse-response function in Markov-switching structurl VAR
Karamé, Frédéric
- In:
Economics letters
117
(
2012
)
1
,
pp. 230-234
Persistent link: https://www.econbiz.de/10009697808
Saved in:
40
Short-term growth effects of fiscal policy revisited : a Markov-switching approach
Arin, Kerim Peren
;
Spagnolo, Nicola
- In:
Economics letters
110
(
2011
)
3
,
pp. 278-281
Persistent link: https://www.econbiz.de/10009241461
Saved in:
41
The spectral representation of Markov switching ARMA models
Pataracchia, Beatrice
- In:
Economics letters
112
(
2011
)
1
,
pp. 11-15
Persistent link: https://www.econbiz.de/10009242191
Saved in:
42
Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo
- In:
Economics letters
112
(
2011
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
Saved in:
43
Impulse-response functions in Markov-switching structural vector autoregressions : a step further
Karamé, Frédéric
- In:
Economics letters
106
(
2010
)
3
,
pp. 162-165
Persistent link: https://www.econbiz.de/10003952048
Saved in:
44
Pitfalls in market timing test
Chu, Chia-shang James
;
Lu, Liping
;
Shi, Zhentao
- In:
Economics letters
103
(
2009
)
3
,
pp. 123-126
Persistent link: https://www.econbiz.de/10003854870
Saved in:
45
A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes
Flodén, Martin
- In:
Economics letters
99
(
2008
)
3
,
pp. 516-520
Persistent link: https://www.econbiz.de/10003726236
Saved in:
46
On continuous-time Markov processes in bargaining
Houba, Harold
- In:
Economics letters
100
(
2008
)
2
,
pp. 280-283
Persistent link: https://www.econbiz.de/10003768263
Saved in:
47
Modeling pairwise convergence : a Bayesian approach with an application to Greek inflation
Arakelian, Veni
;
Moschos, Dēmētrios M.
- In:
Economics letters
99
(
2008
)
2
,
pp. 340-344
Persistent link: https://www.econbiz.de/10003723796
Saved in:
48
Long memory with Markov-Switching GARCH
Krämer, Walter
- In:
Economics letters
99
(
2008
)
2
,
pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
Saved in:
49
Simulating stock returns under switching regimes - a new test of market efficiency
Meenagh, David
;
Minford, Patrick
;
Peel, David
- In:
Economics letters
94
(
2007
)
2
,
pp. 235-239
Persistent link: https://www.econbiz.de/10003417284
Saved in:
50
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
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