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Credibility of European Monetary System interest rate policies : a Markov regime-switching approach

Arestis, Philip; Muratidēs, Kōstas - In: The Manchester School 72 (2004) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10001905562

Credibility of interest rate policies in eight EMS countries : an application of the Markov regime-switching of a bivariate autoregressive model

Arestis, Philip (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001876866

Is there a trade-off between inflation variability and output-gap variability in the EMU countries?

Arestis, Philip (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024559

Is there a trade-off between inflation variability and output-gap variability in the EMU countries?

Arestis, Philip; Muratidēs, Kōstas - In: Scottish journal of political economy : the journal of … 51 (2004) 5, pp. 691-706

Persistent link: https://www.econbiz.de/10002389025

Estimating the Impact of Credit Risk Determinants in Two Southeast European Countries : A Non-Linear Structural VAR Approach

Karoglou, Michail - 2019

We study the impact of credit risk determinants on the Romanian and Bulgarian banking systems using a structural Markov Regime-Switching vector autoregressive (MRS-SVAR) analysis. To capture changes in the domestic macroeconomic conditions as well as the spillover effects from the Greek crisis...

Persistent link: https://www.econbiz.de/10012898783