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Regime shifts in European real interest rates

Mills, Terence C.; Wang, Ping - In: Review of world economics 139 (2003) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10001763031

Oil price shocks and the asymmetric adjustment of UK output : a Markov-switching approach

Holmes, Mark J.; Wang, Ping - In: International review of applied economics 17 (2003) 2, pp. 181-192

Persistent link: https://www.econbiz.de/10001785274

Have output growth rates stabilised? : Evidence from the G-7 economies

Mills, Terence C.; Wang, Ping - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 232-246

Persistent link: https://www.econbiz.de/10001777904

Multivariate Markov switching common factor models for the UK

Mills, Terence C.; Wang, Ping - In: Bulletin of economic research 55 (2003) 2, pp. 177-193

Persistent link: https://www.econbiz.de/10001748816

Plucking models of business cycle fluctuations : evidence from the G-7 countries

Mills, Terence C.; Wang, Ping - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 255-276

Persistent link: https://www.econbiz.de/10001655306

Trilemma, Dilemma or 2.5-Lemma in the Transmission of Monetary Policy : Evidence from a Markov-Switching Panel Data Model

Alba, Joseph D.; Wang, Peiming - 2021

We examine the spill-over effects of interest rate transmission of United States monetary policy to peripheral countries with various exchange rate regimes and capital control management policies. To do so, we propose a two-state continuous-time hidden Markov-switching panel data model using an...

Persistent link: https://www.econbiz.de/10013232628