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type_genre:"CD-ROM, DVD"
~person:"Casarin, Roberto"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Markov-Kette"
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Markov chain
29
Markov-Kette
29
Bayesian inference
25
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13
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13
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Casarin, Roberto
Elliott, Robert J.
37
Siu, Tak Kuen
32
Dijk, Herman K. van
27
Stachurski, John
27
Gupta, Rangan
26
Tsionas, Efthymios G.
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24
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19
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18
Rady, Sven
18
Dijk, Dick van
17
Guidolin, Massimo
17
Kohn, Robert
17
Krolzig, Hans-Martin
17
Marcellino, Massimiliano
17
Paap, Richard
17
Guérin, Pierre
16
Leiva-Leon, Danilo
16
Owyang, Michael T.
16
Psaradakis, Zacharias G.
16
Zhang, Xibin
16
D'Amico, Guglielmo
15
Doraszelski, Ulrich
15
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15
Guo, Xianping
15
Koop, Gary
15
Lucas, André
15
Ravazzolo, Francesco
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15
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29
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Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
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2
Modeling corporate CDS spreads using Markov switching regressions
Baltodano López, Ovielt
;
Bulfone, Giacomo
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10014631928
Saved in:
3
Fiscal policy regimes in resource-rich economies
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2023
Persistent link: https://www.econbiz.de/10014431646
Saved in:
4
Corporate CDS spreads from the Eurozone crisis to COVID-19 pandemic : a Bayesian Markov switching model
Bulfone, Giacomo
;
Casarin, Roberto
;
Ravazzolo, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012510805
Saved in:
5
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
6
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10013179346
Saved in:
7
Oil and fiscal policy regimes
Bjørnland, Hilde Christiane
;
Casarin, Roberto
; …
-
2020
Persistent link: https://www.econbiz.de/10012437577
Saved in:
8
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:
9
Markov switching panel with network interaction effects
Agudze, Komula Mawulom
;
Billio, Monica
;
Casarin, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10011798826
Saved in:
10
Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
-
2018
Persistent link: https://www.econbiz.de/10011869070
Saved in:
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