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subject:"Estimation"
~isPartOf:"Applied economics letters"
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Search: subject_exact:"Markovsche Kette"
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Estimation
Markov chain
39
Markov-Kette
39
Schätzung
14
Theorie
8
Theory
8
Volatility
8
Volatilität
8
Capital income
6
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Białowolski, Piotr
1
Caldeira, João F.
1
Castro, Francisco de
1
Cavicchioli, Maddalena
1
Chen, Miao-Ling
1
Fang, Xianming
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Hang, Jianqin
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Holmes, Mark J.
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1
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1
Raimundo Júnior, Gerson de Souza
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Ramajo Hernández, Julián
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Resende, Marcelo
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Ricci-Risquete, Alejandro
1
Shen, Xin
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Soybilgen, Barış
1
Tavares, Ricardo de Souza
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Applied economics letters
Applied economics
31
Economic modelling
30
Journal of econometrics
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Energy economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Working paper
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
International review of financial analysis
15
Journal of economic dynamics & control
15
Journal of empirical finance
15
Macroeconomic dynamics
15
Economics letters
14
International journal of forecasting
14
Journal of applied econometrics
13
International review of economics & finance : IREF
12
Journal of banking & finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of finance & economics : IJFE
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Finance research letters
10
Discussion paper / Tinbergen Institute
9
Econometric reviews
9
The European journal of finance
9
Journal of macroeconomics
8
Quantitative finance
8
Working papers
8
CESifo working papers
7
Discussion paper / Centre for Economic Policy Research
7
International journal of economics and finance
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
Cogent economics & finance
6
Computational economics
6
European journal of operational research : EJOR
6
Finance and economics discussion series
6
Journal of forecasting
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SFB 649 discussion paper
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Discussion paper
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ECONIS (ZBW)
14
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1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Revisiting real exchange rate misalignment and economic growth nexus : a Markov-switching approach
Ko, Hsiu-Hsin
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
Saved in:
3
A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
4
Cryptocurrencies : formation of returns from the CRIX index
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 691-695
Persistent link: https://www.econbiz.de/10012501593
Saved in:
5
Identifying Turkish business cycle regimes in real time
Soybilgen, Barış
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 62-66
Persistent link: https://www.econbiz.de/10012205374
Saved in:
6
Asymmetric effect of advertising on the Chinese stock market
Hsu, Ching-Chi
;
Chen, Miao-Ling
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 157-162
Persistent link: https://www.econbiz.de/10012204156
Saved in:
7
Profit rate in the US, 1949-2007 : a Markov switching assessment
Resende, Marcelo
- In:
Applied economics letters
25
(
2018
)
9
,
pp. 628-631
Persistent link: https://www.econbiz.de/10011855080
Saved in:
8
A regime-switching approach to estimating the nonlinear quantity-based monetary policy rule in China
Zhang, Xu
;
Liu, Xiaoxing
;
Hang, Jianqin
;
Yao, Dengbao
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 132-135
Persistent link: https://www.econbiz.de/10011703973
Saved in:
9
Forecasting household debt with latent transition modelling
Białowolski, Piotr
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1088-1092
Persistent link: https://www.econbiz.de/10011716635
Saved in:
10
Time-varying effects of fiscal policy in Spain : a Markov-switching approach
Ricci-Risquete, Alejandro
;
Ramajo Hernández, Julián
; …
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 597-600
Persistent link: https://www.econbiz.de/10011628013
Saved in:
11
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin
;
Holmes, Mark J.
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
Saved in:
12
Identify regimes in post-war US GDP growth
Jiang, Yu
;
Fang, Xianming
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 397-401
Persistent link: https://www.econbiz.de/10010413712
Saved in:
13
An alternative estimation algorithm for innovation regime-switching models
Huang, Yu-lieh
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 225-229
Persistent link: https://www.econbiz.de/10003725411
Saved in:
14
The performance of the Markov-switching model on business cycle identification revisited
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
;
Hsiu-Hua, Rau
- In:
Applied economics letters
12
(
2005
)
8
,
pp. 513-520
Persistent link: https://www.econbiz.de/10002983016
Saved in:
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