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~isPartOf:"CAMA working paper series"
~isPartOf:"Macroeconomic dynamics"
~subject:"Phillips curve"
~subject:"USA"
~subject:"Volatilität"
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Search: subject:"Markov-Kette"
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Phillips curve
USA
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Markov chain
48
Markov-Kette
48
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26
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26
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18
Schätzung
18
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Chan, Joshua
2
Nason, James Michael
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Tallman, Ellis W.
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Bao Hoang Nguyen
1
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1
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1
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1
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1
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CAMA working paper series
Macroeconomic dynamics
Energy economics
37
Economic modelling
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of econometrics
29
Applied economics
20
Economics letters
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International journal of forecasting
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International review of financial analysis
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13
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12
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12
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10
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10
The European journal of finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
10
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ECONIS (ZBW)
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1
Understanding the US natural gas market : a Markov switching VAR approach
Hou, Chenghan
;
Bao Hoang Nguyen
-
2018
Persistent link: https://www.econbiz.de/10012202136
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
3
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
4
Oil and macroeconomic (in)stability
Bjørnland, Hilde Christiane
;
Larsen, Vegard Høghaug
; …
-
2017
Persistent link: https://www.econbiz.de/10012201125
Saved in:
5
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
6
Is business cycle asymmetry intrinsic in industrialized economies?
Morley, James C.
;
Panovska, Irina B.
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1403-1436
Persistent link: https://www.econbiz.de/10012307285
Saved in:
7
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011342445
Saved in:
8
The regime-switching volatility of Euro Area business cycles
Lhuissier, Stéphane
- In:
Macroeconomic dynamics
22
(
2018
)
2
,
pp. 426-469
Persistent link: https://www.econbiz.de/10011915977
Saved in:
9
Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
;
Hsiao, Cody Y. L.
-
2013
Persistent link: https://www.econbiz.de/10010211772
Saved in:
10
Business cycles and financial crises : the roles of credit supply and demand shocks
Nason, James Michael
;
Tallman, Ellis W.
-
2012
Persistent link: https://www.econbiz.de/10009665986
Saved in:
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