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VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna; Wróblewska, Justyna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
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Estimating dynamic copula dependence using intraday data
Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
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Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 557-580
Persistent link: https://www.econbiz.de/10010461144
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Time-varying asymmetry and tail thickness in long series of daily financial returns
Mazur, Błażej; Pipień, Mateusz - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10011965380
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Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.; Pavlidis, Efthymios G.; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
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Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009513595
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Nonlinear impacts of international business cycles on the UK : a Bayesian smooth transition VAR approach
Gefang, Deborah; Strachan, Rodney W. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009514130
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Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica; Casarin, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
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Flexible HAR model for realized volatility
Audrino, Francesco; Huang, Chen; Okhrin, Ostap - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
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Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng; Mendieta-Muñoz, Ivan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 337-359
Persistent link: https://www.econbiz.de/10013334751