Similar Search Results

Can Markov switching models predict excess foreign exchange returns?

Dueker, Michael (contributor); … - 2003 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10001964834

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

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

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

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

The response of market interest rates to discount rate changes

Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 74 (1992) 4, pp. 78-91

Persistent link: https://www.econbiz.de/10001130274

Can nominal GDP targeting rules stabilize the economy?

Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 75 (1993) 3, pp. 15-29

Persistent link: https://www.econbiz.de/10001149617

Regime-dependent recession forecasts and the 2001 recession

Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 6, pp. 29-36

Persistent link: https://www.econbiz.de/10001782565

The monetary policy innovation paradox in VARs : "discrete" explanation

Dueker, Michael - In: Review / Federal Reserve Bank of St. Louis 84 (2002) 2, pp. 43-49

Persistent link: https://www.econbiz.de/10001697105

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