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subject:"Arbeitslosigkeit"
~person:"Goutte, Stéphane"
~person:"Portugal, Pedro"
~person:"Weber, Andrea"
~subject:"Markov chain"
~type:"article"
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Arbeitslosigkeit
Markov chain
Estimation
30
Schätzung
30
Unemployment
8
Volatility
7
Volatilität
7
Austria
6
Dauer
6
Duration
6
Markov-Kette
6
Österreich
6
Lohn
5
Wages
5
Arbeitsuche
4
Estimation theory
4
Job search
4
Portugal
4
Schätztheorie
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Aktienmarkt
3
Arbeitslosenversicherung
3
Arbeitsmobilität
3
Dismissal
3
Kündigung
3
Labour mobility
3
Langzeitarbeitslosigkeit
3
Long-term unemployment
3
Regression analysis
3
Regressionsanalyse
3
Stock market
3
Unemployment insurance
3
Arbeitsangebot
2
Arbeitsmarktintegration
2
Arbeitsvermittlung
2
Börsenkurs
2
Causality analysis
2
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46
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13
Aufsatz in Zeitschrift
13
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1
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English
14
Author
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Goutte, Stéphane
Portugal, Pedro
Weber, Andrea
Gil-Alaña, Luis A.
15
Gupta, Rangan
12
Ours, Jan C. van
11
Berg, Gerard J. van den
9
Hujer, Reinhard
9
Addison, John T.
8
Serletis, Apostolos
8
Apergēs, Nikolaos
7
Balcilar, Mehmet
7
Belke, Ansgar
7
Caliendo, Marco
7
Chauvet, Marcelle
7
Ciecka, James E.
7
Guérin, Pierre
7
Riphahn, Regina T.
7
Rosholm, Michael
7
Wilke, Ralf A.
7
Xu, Libo
7
Fitzenberger, Bernd
6
Plum, Alexander
6
Uhlendorff, Arne
6
Österholm, Pär
6
Biewen, Martin
5
Billio, Monica
5
Blazsek, Szabolcs
5
Casarin, Roberto
5
Dijk, Dick van
5
Dimitrakopoulos, Stefanos
5
Donayre, Luiggi
5
Dreger, Christian
5
Fehn, Rainer
5
Feldmann, Horst
5
Gros, Daniel
5
Huang, Ho-chuan
5
Jalles, João Tovar
5
Kang, Kyu Ho
5
Klaauw, Bas van der
5
Owyang, Michael T.
5
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Economic modelling
2
Applied economics
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
1
Economics letters
1
European economic review : EER
1
Journal of applied econometrics
1
Journal of human resources : JHR
1
Labor markets and social security : issues and policy options in the U.S. and Europe ; with 52 tables
1
Oxford bulletin of economics and statistics
1
Oxford economic papers
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
14
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1
How the ins and outs shape differently the U.S. unemployment over time and across frequencies
Portugal, Pedro
;
Rua, António
- In:
European economic review : EER
121
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012264302
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The reservation wage unemployment duration nexus
Addison, John T.
;
Machado, José A. F.
;
Portugal, Pedro
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 980-987
Persistent link: https://www.econbiz.de/10010240885
Saved in:
9
Labor market entry and earnings dynamics : Bayesian inference using mixtures-of-experts Markov chain clustering
Frühwirth-Schnatter, Sylvia
;
Pamminger, Christoph
; …
- In:
Journal of applied econometrics
27
(
2012
)
7
,
pp. 1116-1137
Persistent link: https://www.econbiz.de/10009677973
Saved in:
10
Six ways to leave unemployment
Portugal, Pedro
;
Addison, John T.
- In:
Scottish journal of political economy : the journal of …
55
(
2008
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10003742952
Saved in:
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