//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
86
Markov-Kette
86
Estimation
40
Schätzung
40
Forecasting model
34
Prognoseverfahren
34
Theorie
33
Theory
33
Time series analysis
28
Zeitreihenanalyse
28
Business cycle
20
Konjunktur
20
ARCH model
18
ARCH-Modell
18
Volatility
18
Volatilität
18
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Bayes-Statistik
15
Bayesian inference
15
USA
14
United States
14
Capital income
9
Kapitaleinkommen
9
Frühindikator
8
Leading indicator
8
Markov switching
8
Börsenkurs
7
Estimation theory
7
Exchange rate
7
Schätztheorie
7
Share price
7
VAR model
7
VAR-Modell
7
Wechselkurs
7
Welt
7
World
7
EU countries
6
EU-Staaten
6
Economic growth
6
more ...
less ...
Online availability
All
Undetermined
40
Free
1
Type of publication
All
Article
85
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
86
Aufsatz in Zeitschrift
86
Case study
1
Collection of articles of several authors
1
Fallstudie
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
86
Author
All
Gerlach, Richard
3
Krolzig, Hans-Martin
3
Chauvet, Marcelle
2
Chen, Cathy W. S.
2
Gabriel, Vasco J.
2
Gupta, Rangan
2
Hou, Chenghan
2
Klaassen, Franc
2
Maheu, John M.
2
Marcellino, Massimiliano
2
Raj, Baldev
2
Song, Yong
2
Tsionas, Efthymios G.
2
Amisano, Gianni
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Atukeren, Erdal
1
Bachmann, Andreas
1
Balcilar, Mehmet
1
Baltagi, Badi H.
1
Bandrés, Eduardo
1
Barsoum, Fady
1
Beccarini, Andrea
1
Belaire-Franch, Jorge
1
Bengoechea, Pilar
1
Berk, K.
1
Bhar, Ramaprasad
1
Blagov, Boris
1
Brooks, Chris
1
Bunker, Kenneth
1
Camacho, Maximo
1
Carstensen, Kai
1
Castro, Vitor
1
Chasco, Coro
1
Chen, Sheng-tung
1
Chung, Keunsuk
1
Cipollini, Andrea
1
Cipollini, Fabrizio
1
Clements, Michael P.
1
Coe, Patrick J.
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of forecasting
European journal of operational research : EJOR
206
Journal of econometrics
116
Operations research letters
85
Economic modelling
79
Mathematics of operations research
74
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
International journal of production research
68
Journal of economic dynamics & control
68
Economics letters
67
International journal of theoretical and applied finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
58
Insurance / Mathematics & economics
56
Energy economics
55
Working paper
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics
52
International journal of production economics
50
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Journal of economic theory
45
Discussion paper / Centre for Economic Policy Research
41
Journal of forecasting
41
Applied economics letters
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Quantitative finance
36
Risks : open access journal
36
Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
Finance research letters
33
International review of financial analysis
33
Macroeconomic dynamics
33
Finance and stochastics
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Journal of banking & finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
30
more ...
less ...
Source
All
ECONIS (ZBW)
86
Showing
1
-
50
of
86
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
4
A Markov chain model for forecasting results of mixed martial arts contests
Holmes, Benjamin
;
McHale, Ian
;
Żychaluk, Kamila
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 623-640
Persistent link: https://www.econbiz.de/10014465075
Saved in:
5
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
6
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
7
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
8
Keeping track of global trade in real time
Martínez-Martín, Jaime
;
Rusticelli, Elena
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 224-236
Persistent link: https://www.econbiz.de/10012692695
Saved in:
9
Monitoring recessions : a Bayesian sequential quickest detection method
Li, Haixi
;
Sheng, Xuguang
;
Yang, Jingyun
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 500-510
Persistent link: https://www.econbiz.de/10012792846
Saved in:
10
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
11
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian
;
Li, Meng
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1000-1010
Persistent link: https://www.econbiz.de/10012794774
Saved in:
12
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian
;
Wegmueller, Philipp
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
Saved in:
13
Markov switching in exchange rate models : will more regimes help?
Stillwagon, Josh
;
Sullivan, Peter
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 413-436
Persistent link: https://www.econbiz.de/10012253229
Saved in:
14
Dynamic variable selection in dynamic logistic regression : an application to Internet subscription
Ramírez, Andrés
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012259995
Saved in:
15
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
16
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
17
Business cycle patterns in European regions
Gómez-Loscos, Ana
;
Gadea, María Dolores
;
Bandrés, Eduardo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2639-2661
Persistent link: https://www.econbiz.de/10012491257
Saved in:
18
A two-stage model to forecast elections in new democracies
Bunker, Kenneth
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1407-1419
Persistent link: https://www.econbiz.de/10012546797
Saved in:
19
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai
;
Heinrich, Markus
;
Reif, Magnus
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 829-850
Persistent link: https://www.econbiz.de/10012496873
Saved in:
20
Inflation volatility and inflation in the wake of the great recession
Çekin, Semih Emre
;
Valcarcel, Victor J.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1997-2015
Persistent link: https://www.econbiz.de/10012304370
Saved in:
21
Bayesian inference in threshold stochastic frontier models
Tsionas, Efthymios G.
;
Tran, Kien C.
;
Michaēlidēs, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10012041652
Saved in:
22
Testing for the omission of relevant variables and regime-switching misspecification
Beccarini, Andrea
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 775-796
Persistent link: https://www.econbiz.de/10012041667
Saved in:
23
Evidence about asymmetric price transmission in the main European fuel markets : from TAR-ECM to Markov-switching approach
Martín-Moreno, José María
;
Pérez, Rafaela
;
Ruíz, Jesús
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
4
,
pp. 1383-1412
Persistent link: https://www.econbiz.de/10012052197
Saved in:
24
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
25
"Sakura" has not grown in a day : infrastructure investment and economic growth in Japan under different tax regimes
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 541-567
Persistent link: https://www.econbiz.de/10012056699
Saved in:
26
Probabilistic forecasting of industrial electricity load with regime switching behavior
Berk, K.
;
Hoffmann, A.
;
Müller, A.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10012030887
Saved in:
27
Forecasting crude oil price volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
Saved in:
28
Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio
;
Migliardo, Carlo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
Saved in:
29
Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia
Blagov, Boris
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 1017-1060
Persistent link: https://www.econbiz.de/10011949450
Saved in:
30
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
31
Infinite hidden markov switching VARs with application to macroeconomic forecast
Hou, Chenghan
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10011746941
Saved in:
32
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
33
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10011935894
Saved in:
34
Sudden stops and output : an empirical Markov switching analysis
Bachmann, Andreas
;
Leist, Stefan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
2
,
pp. 525-567
Persistent link: https://www.econbiz.de/10011988463
Saved in:
35
Will the oil price change damage the stock market in a bull market? : a re-examination of their conditional relationships
Liao, Shu-Yi
;
Chen, Sheng-tung
;
Huang, Mao-Lung
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
3
,
pp. 1135-1169
Persistent link: https://www.econbiz.de/10011481444
Saved in:
36
Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 763-787
Persistent link: https://www.econbiz.de/10011621808
Saved in:
37
The role of house price in the US business cycle
Kim, Jan R.
;
Chung, Keunsuk
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10011515484
Saved in:
38
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
39
A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle
;
Senyuz, Zeynep
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
Saved in:
40
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
41
A Markov-switching structural vector autoregressive model of boom and bust in the Australian labour market
Gaston, Noel G.
;
Rajaguru, Gulasekaran
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
4
,
pp. 1271-1299
Persistent link: https://www.econbiz.de/10011377019
Saved in:
42
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
Saved in:
43
Asymmetry in the relationship between unemployment and the business cycle
Belaire-Franch, Jorge
;
Peiro, Amado
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011292781
Saved in:
44
A stochastic frontier model with structural breaks in efficiency and technology
Li, Guangjie
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10011318292
Saved in:
45
The Portuguese business cycle : chronology and duration dependence
Castro, Vitor
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 325-342
Persistent link: https://www.econbiz.de/10011325702
Saved in:
46
Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady
;
Stankiewicz, Sandra
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
Saved in:
47
Robust multiple regimes in growth volatility
Kourtellos, Andros
;
Stylianou, Ioanna
;
Tan, Chih Ming
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011288649
Saved in:
48
Estimating the Markov-switching almost ideal demand systems : a Bayesian approach
Kabe, Satoshi
;
Kanazawa, Yuichiro
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1193-1220
Persistent link: https://www.econbiz.de/10010460086
Saved in:
49
Specification sensitivities in the Markov-switching unit root test for bubbles
Shi, Shu-ping
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
2
,
pp. 697-713
Persistent link: https://www.econbiz.de/10010188072
Saved in:
50
Nonlinearity and nonstationarity in international art market prices : evidence from Markov-switching ADF unit root tests
Çevik, Emrah İsmail
;
Atukeren, Erdal
;
Korkmaz, Turhan
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
2
,
pp. 675-695
Persistent link: https://www.econbiz.de/10010188074
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->