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Markov switching in GARCH processes and mean-reverting stock-market volatility
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
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Strengthening the case for the yield curve as a predictor os U.S. recessions
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 79 (1997) 2, pp. 41-50
Persistent link: https://www.econbiz.de/10001734874
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Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions
Dueker, Michael (contributor) - 2001 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001962982
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Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Dueker, Michael (contributor); Sola, Martin (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983084
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael (contributor);  … - 2003 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
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Forecasting output with information from business cycle turning points : a qualitative variable VAR
Dueker, Michael (contributor);  … - 2001 - [Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965117
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Dynamic forecasts of qualitative variables : a qual VAR model of US recessions
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 96-104
Persistent link: https://www.econbiz.de/10002584007
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
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Contemporaneous threshold autoregressive models : estimation, testing and forecasting
Dueker, Michael; Sola, Martin; Spagnolo, Fabio - In: Journal of econometrics 141 (2007) 2, pp. 517-547
Persistent link: https://www.econbiz.de/10003571319
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Discrete policy changes and empirical models of the federal funds rate
Dueker, Michael; Rasche, Robert H. - In: Review / Federal Reserve Bank of St. Louis 86 (2004) 6, pp. 61-72
Persistent link: https://www.econbiz.de/10002543552