Similar Search Results - EconBiz

Option pricing and regime-switching

Driffill, John; Sola, Martin - 2000

Persistent link: https://www.econbiz.de/10001527163

Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications

Dueker, Michael (contributor); Sola, Martin (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001983084

Towards a 'New' Inflation Targeting Framework : The Case of Uruguay

González Rozada, Martín - 2014

Using a dynamic stochastic general equilibrium model with financial frictions, this paper evaluates the effects of a rule that incorporates not only the interest rate but also the legal reserve requirements as instruments of monetary policy. It is found that reserve requirements can be used to...

Persistent link: https://www.econbiz.de/10013058178

A time-varying threshold STAR model of unemployment and the natural rate

Dueker, Michael; Owyang, Michael T.; Sola, Martin - 2010

Persistent link: https://www.econbiz.de/10008668644

Towards a "new" inflation targeting framework : the case of Uruguay

González Rozada, Martín; Sola, Martin - 2014

Persistent link: https://www.econbiz.de/10011285638

Multivariate contemporaneous threshold autoregressive models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007

Persistent link: https://www.econbiz.de/10003740624

Multivariate Markov switching with weighted regime determination : giving France more weight than Finland

Dueker, Michael (contributor); Sola, Martin (contributor) - 2008

Persistent link: https://www.econbiz.de/10003741021

Risk premia and seasonality in commodity futures

Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016

Persistent link: https://www.econbiz.de/10011480584

Markov-switching models with state-dependent time-varying transition probabilities

Psaradakis, Zacharias G.; Sola, Martin - 2017

Persistent link: https://www.econbiz.de/10011705600

Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes

Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - 2016

Persistent link: https://www.econbiz.de/10011610480

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