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Markov switching in disaggregate unemployment rates

Chauvet, Marcelle (contributor); Juhn, Chinhui (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001590063

Markov switching in disaggregate unemployment rates

Chauvet, Marcelle; Juhn, Chinhui; Potter, Simon M. - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 205-232

Persistent link: https://www.econbiz.de/10001655283

Markov Switching in Disaggregate Unemployment Rates

Chauvet, Marcelle; Juhn, Chinhui; Potter, Simon M. - 2006

We develop a dynamic factor model with Markov switching to examine secular and business cycle fluctuations in the U.S. unemployment rates. We extract the common dynamics amongst unemployment rates disaggregated for 7 age groups. The framework allows analysis of the contribution of demographic...

Persistent link: https://www.econbiz.de/10014125547

Markov Switching in Disaggregate Unemployment Rates

Chauvet, Marcelle; Potter, Simon M. - 2001

Persistent link: https://www.econbiz.de/10014129256

An econometric characterization of business cycle dynamics with factor structure and regime switching

Chauvet, Marcelle - In: International economic review 39 (1998) 4, pp. 969-996

Persistent link: https://www.econbiz.de/10001338804

Sunspots, animal spirits, and economic fluctuations

Chauvet, Marcelle; Guo, Jang-ting - In: Macroeconomic dynamics 7 (2003) 1, pp. 140-169

Persistent link: https://www.econbiz.de/10001750309

What does financial volatility tell us about macroeconomic fluctuations?

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360

Persistent link: https://www.econbiz.de/10011474221

Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy

Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254

Persistent link: https://www.econbiz.de/10011373295

Nonstationarities and Markov switching models

Chauvet, Marcelle; Su, Yanpin - In: Recent advances in estimating nonlinear models : with …, (pp. 123-146). 2014

Persistent link: https://www.econbiz.de/10011406764

A dynamic factor model of the yield curve components as a predictor of the economy

Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343

Persistent link: https://www.econbiz.de/10011596830