Narrow search
Showing 1 - 10 of 69
Cover Image
Can Markov Switching Models Predict Excess Foreign Exchange Returns?
Dueker, Michael; Neely, Christopher J. - 2006
This paper merges the literature on technical trading rules with the literature on Markov switching to develop economically useful trading rules. The Markov models' out-of sample, excess returns modestly exceed those of standard technical rules and are profitable over the most recent subsample....
Persistent link: https://www.econbiz.de/10014067563
Cover Image
Indicators of monetary policy : the view from implicit feedback rules
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 75 (1993) 5, pp. 23-39
Persistent link: https://www.econbiz.de/10001160339
Cover Image
Hypothesis testing with near-unit roots : the case of long-run purchasing-power parity
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 75 (1993) 4, pp. 37-48
Persistent link: https://www.econbiz.de/10001160347
Cover Image
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
Cover Image
Narrow vs. broad measures of money as intermediate targets : some forecast results
Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10001176141
Cover Image
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
Cover Image
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic model
Dueker, Michael - In: Economics letters 93 (2006) 1, pp. 58-62
Persistent link: https://www.econbiz.de/10003380151
Cover Image
Does foreign innovation affect domestic wage inequality
Butler, Alison; Dueker, Michael - In: Journal of international economics 47 (1999) 1, pp. 61-89
Persistent link: https://www.econbiz.de/10001395919
Cover Image
Non-monotonic long memory dynamics in black-market premia
Dueker, Michael; Asea, Patrick K. - 1995
Persistent link: https://www.econbiz.de/10000926555