//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of applied econometrics"
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
A Markov Switching Cointegrati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
384
Schätzung
384
Theorie
237
Theory
237
Time series analysis
154
Zeitreihenanalyse
154
USA
123
United States
123
Estimation theory
82
Schätztheorie
82
Forecasting model
69
Prognoseverfahren
69
Welt
45
World
45
Cointegration
43
Kointegration
43
Panel
42
Panel study
42
Bayes-Statistik
39
Bayesian inference
39
Volatility
37
Volatilität
37
VAR model
36
VAR-Modell
36
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Regression analysis
31
Regressionsanalyse
31
Großbritannien
29
Markov chain
29
Markov-Kette
29
United Kingdom
29
Business cycle
28
Konjunktur
28
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Deutschland
25
Economic growth
25
Germany
25
Schock
25
more ...
less ...
Online availability
All
Undetermined
124
Free
26
Type of publication
All
Article
533
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
534
Aufsatz in Zeitschrift
534
Collection of articles of several authors
5
Conference paper
5
Konferenzbeitrag
5
Sammelwerk
5
Country report
1
Länderbericht
1
more ...
less ...
Language
All
English
534
Author
All
Koop, Gary
10
Pesaran, M. Hashem
10
Marcellino, Massimiliano
7
Sola, Martin
7
Psaradakis, Zacharias G.
6
Koopman, Siem Jan
5
Osborn, Denise R.
5
Phillips, Peter C. B.
5
Baltagi, Badi H.
4
Clements, Michael P.
4
Doppelhofer, Gernot
4
Franses, Philip Hans
4
Galvão, Ana Beatriz C.
4
Henderson, Daniel J.
4
Huber, Florian
4
Kilian, Lutz
4
Kumbhakar, Subal
4
Lanne, Markku
4
Strachan, Rodney W.
4
Vahid, Farshid
4
Weeks, Melvyn
4
Westerlund, Joakim
4
Bai, Jushan
3
Banerjee, Anindya
3
Clark, Todd E.
3
Dijk, Herman K. van
3
Egger, Peter
3
Ertur, Kamil C.
3
Harvey, Andrew C.
3
Harvey, David I.
3
Hautsch, Nikolaus
3
Jacobi, Liana
3
Jones, Andrew M.
3
Kapetanios, George
3
Lima, Luiz Renato
3
Lucas, André
3
Spagnolo, Fabio
3
Steel, Mark F. J.
3
Teräsvirta, Timo
3
Tobias, Justin L.
3
more ...
less ...
Published in...
All
Journal of applied econometrics
NBER working paper series
2,835
Discussion paper series / IZA
2,816
Working paper / National Bureau of Economic Research, Inc.
2,731
NBER Working Paper
2,551
Applied economics
2,091
MPRA Paper
1,811
CESifo working papers
1,800
ECB Working Paper
1,715
IZA Discussion Papers
1,688
Discussion paper / Centre for Economic Policy Research
1,558
IZA Discussion Paper
1,465
Journal of econometrics
1,418
Applied economics letters
1,364
CESifo Working Paper
1,327
Working Paper
1,267
Economics letters
1,263
Working paper
1,226
Economic modelling
1,102
Discussion paper
981
CESifo Working Paper Series
957
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
929
Working paper series / European Central Bank
897
Discussion paper / Tinbergen Institute
887
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
762
IMF Working Paper
740
Energy economics
727
CEPR Discussion Papers
726
International journal of forecasting
726
ZEW discussion papers
573
Applied financial economics
548
NBER Working Papers
539
Finance research letters
534
Journal of forecasting
529
International review of economics & finance : IREF
526
Discussion papers / Deutsches Institut für Wirtschaftsforschung
524
ZEW Discussion Papers
514
Journal of international money and finance
494
European journal of operational research : EJOR
465
Journal of banking & finance
458
more ...
less ...
Source
All
ECONIS (ZBW)
534
Showing
1
-
10
of
534
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
2
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Saved in:
3
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
4
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
5
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
6
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
- In:
Journal of applied econometrics
28
(
2013
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
Saved in:
7
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
8
Nonlinearity and the permanent effects of regressions
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10002729148
Saved in:
9
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan
;
Wang, Peng
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Saved in:
10
Periodically expanding discounted debt : a threat to fiscal policy sustainability?
Davig, Troy
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 829-840
Persistent link: https://www.econbiz.de/10003243430
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->