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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
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Leiva-Leon, Danilo
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2017
Persistent link: https://www.econbiz.de/10011791491
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Monetary policy, stock market and sectoral comovement
Guérin, Pierre
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Leiva-Leon, Danilo
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2017
Persistent link: https://www.econbiz.de/10011791506
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Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
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2017
Persistent link: https://www.econbiz.de/10011793192
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