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~isPartOf:"Applied economics"
~subject:"Structural break"
~subject:"USA"
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Structural break
USA
Markov chain
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Aloui, Chaker
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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2
Transmission effects of the U.S. and China monetary policy shocks on the world
Chiang, Shu-Mei
;
Liu, Hung-Chun
;
Huang, Chien-Ming
; …
- In:
Applied economics
51
(
2019
)
46
,
pp. 5063-5075
Persistent link: https://www.econbiz.de/10012197184
Saved in:
3
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
4
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
5
The duration analysis of structural breaks : is stability destabilizing?
Park, Jin Suk
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 940-954
Persistent link: https://www.econbiz.de/10010512073
Saved in:
6
Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.
;
Chung, K.
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848
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7
The stability of the Turkish Phillips curve and alternative regime shifting models
Önder, A. Özlem
- In:
Applied economics
41
(
2009
)
19/21
,
pp. 2597-2604
Persistent link: https://www.econbiz.de/10003886271
Saved in:
8
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai
;
Yoder, Jonathan K.
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
Saved in:
9
A new turning point signalling system using the Markov switching model with application to Japan, the USA and Australia
Layton, Allan P.
;
Katsuura, Masaki
- In:
Applied economics
33
(
2001
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001545994
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