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subject:"Arbeitslosigkeit"
~person:"Billio, Monica"
~person:"Goutte, Stéphane"
~person:"Weber, Andrea"
~subject:"Markov chain"
~type:"article"
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Arbeitslosigkeit
Markov chain
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28
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9
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7
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Billio, Monica
Goutte, Stéphane
Weber, Andrea
Gil-Alaña, Luis A.
15
Gupta, Rangan
12
Ours, Jan C. van
11
Berg, Gerard J. van den
9
Hujer, Reinhard
9
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8
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7
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7
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7
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Chauvet, Marcelle
7
Ciecka, James E.
7
Guérin, Pierre
7
Portugal, Pedro
7
Riphahn, Regina T.
7
Rosholm, Michael
7
Wilke, Ralf A.
7
Xu, Libo
7
Fitzenberger, Bernd
6
Plum, Alexander
6
Uhlendorff, Arne
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Österholm, Pär
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5
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Dimitrakopoulos, Stefanos
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Gros, Daniel
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Huang, Ho-chuan
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Jalles, João Tovar
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Kang, Kyu Ho
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Economic modelling
2
Journal of applied econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
Applied mathematical finance
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of econometrics
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ECONIS (ZBW)
12
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1
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
2
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
3
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
4
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
5
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
6
Asymmetric evidence of gasoline price responses in France : a Markov-switching approach
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Economic modelling
52
(
2016
),
pp. 467-476
Persistent link: https://www.econbiz.de/10011642806
Saved in:
7
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
8
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
Saved in:
9
Conditional Markov regime switching model applied to economic modelling
Goutte, Stéphane
- In:
Economic modelling
38
(
2014
),
pp. 258-269
Persistent link: https://www.econbiz.de/10010419115
Saved in:
10
Business cycle and Markov switching models with distributed lags : a comparison between US and euro area
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Rivista italiana degli economisti : the journal of the …
19
(
2014
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10010407958
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