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The Stochastic Volatility in Mean Model with Time-Varying Parameters : An Application to Inflation Modeling
Chan, Joshua, (2015)
An Alternative Bayesian Approach to Structural Breaks in Time Series Models
van den Hauwe, Sjoerd, (2011)
A Steady-State Approach to Trend/Cycle Decomposition of Regime-Switching Processes
Morley, James, (2005)
Nonlinear models in macroeconometrics
Teräsvirta, Timo, (2017)
Working with Clive Granger : two short memories
Teräsvirta, Timo, (2010)
An introduction to univariate GARCH models
Teräsvirta, Timo, (2006)