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Aggregate Price Shocks and Financial Instability: A Historical Analysis
Bordo, Michael D.; Dueker, Michael J.; Wheelock, David C. - In: Economic Inquiry 40 (2002) 4, pp. 521-538
This article presents evidence on the relationship between price and financial stability. We construct an annual index of financial conditions for the United States, 1790--1997, and estimate the effect of aggregate price shocks on the index using a dynamic ordered probit model. We find that...
Persistent link: https://www.econbiz.de/10005568104
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Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility
Dueker, Michael J. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10008220222
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Modeling dependence dynamics through copulas with regime switching
Silva Filho, Osvaldo Candido da; Ziegelmann, Flavio Augusto - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 346-357
Persistent link: https://www.econbiz.de/10009846325
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Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
Dueker, Michael J.; Sola, Martin; Spagnolo, Fabio - In: Journal of econometrics 141 (2007) 2, pp. 517-547
Persistent link: https://www.econbiz.de/10007859779
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INFLATION, MONETARY POLICY AND STOCK MARKET CONDITIONS
Bordo, Michael D.; Dueker, Michael J.; Wheelock, David C. - 2008
Persistent link: https://www.econbiz.de/10008067264
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The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis
Dueker, Michael J.; Jacox, Ada K.; Kalist, David E.; … - In: Journal of regulatory economics 27 (2005) 3, pp. 309-330
Persistent link: https://www.econbiz.de/10007099090
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AGGREGATE PRICE SHOCKS AND FINANCIAL STABILITY: THE UNITED KINGDOM 1796-1999 - WORKING PAPER
Bordo, Michael D.; Dueker, Michael J.; Wheelock, David C. - 2001
Persistent link: https://www.econbiz.de/10006976569
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AGGREGATE PRICE SHOCKS AND FINANCIAL INSTABILITY: AN HISTORICAL ANALYSIS
Bordo, Michael D.; Dueker, Michael J.; Wheelock, David C. - 2000
Persistent link: https://www.econbiz.de/10006984314