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71
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
Saved in:
72
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
73
Do bank loan rates exhibit a countercyclical mark-up?
Dueker, Michael
;
Thornton, Daniel L.
-
1997
Persistent link: https://www.econbiz.de/10010365947
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74
Forecasting macro variables with a Qual VAR business cycle turning point index
Dueker, Michael
;
Assenmacher, Katrin
- In:
Applied economics
42
(
2010
)
22/24
,
pp. 2909-2920
Persistent link: https://www.econbiz.de/10008748236
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75
Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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76
Modeling dependence dynamics through copulas with regime switching
Silva Filho, Osvaldo Candido da
;
Ziegelmann, Flávio A.
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 346-356
Persistent link: https://www.econbiz.de/10009544168
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77
The practice boundaries of advanced practice nurses : an economic and legal analysis
Dueker, Michael
;
Spurr, Stephen J.
;
Jacox, Ada K.
; …
-
2005
Persistent link: https://www.econbiz.de/10003344903
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78
Indeterminacy, change points and the price puzzle in an estimated DSGE model
Belaygorod, Anatoliy
;
Dueker, Michael
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 624-648
Persistent link: https://www.econbiz.de/10003817956
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79
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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80
Business-cycle filtering of macroeconomic data via a latent business-cycle index
Dueker, Michael
;
Nelson, Charles R.
- In:
Macroeconomic dynamics
10
(
2006
)
5
,
pp. 573-594
Persistent link: https://www.econbiz.de/10003391091
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