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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Inflation"
~subject:"Stochastischer Prozess"
~subject:"nominal exchange rate"
~subject:"real exchange rates"
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Inflation
Stochastischer Prozess
nominal exchange rate
real exchange rates
Estimation
68
Schätzung
68
Structural break
66
Strukturbruch
66
Theorie
62
Theory
62
Time series analysis
39
Zeitreihenanalyse
39
Volatility
34
Volatilität
34
Structural breaks
32
Markov chain
31
Markov-Kette
31
Welt
27
World
27
Exchange rate regime
26
Wechselkurssystem
26
Einheitswurzeltest
23
Monetary policy
23
Unit root test
23
Geldpolitik
22
Regime switching
21
ARCH model
20
ARCH-Modell
20
Börsenkurs
20
Share price
20
Aktienmarkt
18
Stock market
18
Capital income
17
Cointegration
17
Kapitaleinkommen
17
Kointegration
17
Economic growth
15
Wirtschaftswachstum
15
EU countries
14
EU-Staaten
14
Exchange rate policy
14
Regime-switching
14
Wechselkurspolitik
14
Forecasting model
13
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19
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19
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English
Author
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Karul, Cagin
2
Nazlıoğlu, Şaban
2
Altansukh, Gantungalag
1
Aristidou, Chrystalleni
1
Arčabić, Vladimir
1
Baharumshah, Ahmad Zubaidi
1
Bao Hoang Nguyen
1
Becker, Ralf
1
Belkhouja, Mustapha
1
Bo, Lijun
1
Bratsiotis, George
1
Chang, Chia-Chien
1
Cui, Zhenyu
1
Dai, Wei
1
Dendramis, Yiannis
1
Dumančić, Lucija Rogić
1
D’Adamo, Gaetano
1
Gao, Shen
1
He, Xin-Jiang
1
Heller, David
1
Hoang, Thi Hong Van
1
Hou, Chenghan
1
Insley, Margaret
1
Kapetanios, George
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Kirkby, J. Lars
1
Krištić, Irena Raguž
1
Lahiani, Amine
1
Lee, Junsoo
1
Mootamri, Imene
1
Nguyen, Duy
1
Niu, Shilei
1
Osborn, Denise R.
1
Payne, James E.
1
Rayos-Velazquez, Marco
1
Rovelli, Riccardo
1
Serletis, Apostolos
1
Shyu, So-De
1
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Economic modelling
IMF Working Papers
IMF working papers
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of macroeconomics
Working paper series / European Central Bank
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
International journal of theoretical and applied finance
8
Economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
Applied economics
4
Computational economics
4
Finance research letters
4
International journal of financial engineering
4
Mathematics of operations research
4
Quantitative finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Annals of finance
3
Applied economics letters
3
Energy economics
3
European journal of operational research : EJOR
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of forecasting
3
Open economies review
3
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Edward Elgar E-Book Archive
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IMA journal of management mathematics
2
International journal of economics and finance
2
International journal of forecasting
2
International journal of theoretical and applied finance : IJTAF
2
Journal of Asian economics
2
Journal of applied econometrics
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of international money and finance
2
Journal of mathematical economics
2
Journal of quantitative economics
2
Journal of the Asia Pacific economy
2
Macroeconomic dynamics
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ECONIS (ZBW)
19
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1
Convergence in OPEC carbon dioxide emissions : evidence from new panel stationarity tests with factors and breaks
Nazlıoğlu, Şaban
;
Payne, James E.
;
Lee, Junsoo
; …
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795916
Saved in:
2
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
3
Persistence and stochastic convergence of euro area unemployment rates*
Krištić, Irena Raguž
;
Dumančić, Lucija Rogić
; …
- In:
Economic modelling
76
(
2019
),
pp. 192-198
Persistent link: https://www.econbiz.de/10012198315
Saved in:
4
On the Markov switching welfare cost of inflation
Dai, Wei
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
Saved in:
5
The meta-Phillips Curve : modelling U.S. inflation in the presence of
regime
change
Aristidou, Chrystalleni
- In:
Journal of macroeconomics
57
(
2018
),
pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
Saved in:
6
Markov-switching analysis of exchange rate pass-through : perspective from Asian countries
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-Voon
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 245-257
Persistent link: https://www.econbiz.de/10011754443
Saved in:
7
What is the globalisation of inflation?
Altansukh, Gantungalag
;
Becker, Ralf
;
Bratsiotis, George
; …
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
Saved in:
8
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
9
Optimal investment of variance-swaps in jump-diffusion market with
regime
-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
10
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
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