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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Crespo Cuaresma, Jesús"
~person:"Escribano, Álvaro"
~person:"Kapetanios, George"
~person:"Kaufmann, Sylvia"
~subject:"Markov chain"
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Markov chain
Estimation
51
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Time series analysis
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Chang, Chia-Lin
Coulibaly, Dramane
Crespo Cuaresma, Jesús
Escribano, Álvaro
Kapetanios, George
Kaufmann, Sylvia
Owyang, Michael T.
3
Blazsek, Szabolcs
2
Cohen, Jeffrey P.
2
Coughlin, Cletus Charles
2
Dueker, Michael
2
Foroni, Claudia
2
Kugler, Peter
2
Licht, Adrian
2
Marcellino, Massimiliano
2
Soques, Daniel
2
Zakipour-Saber, Shayan
2
Bianchi, Francesco
1
Casarin, Roberto
1
Chen, Han
1
Cologni, Alessandro
1
Constant, Amelie
1
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1
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1
Fei, Yijie
1
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1
Francis, Neville
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Gadea, María Dolores
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Gargano, Antonio
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Kim, Chang-jin
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1
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ECONIS (ZBW)
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1
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
2
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
Saved in:
3
Expected money growth, Markov trends and the instability of money demand in the euro erea
Kaufmann, Sylvia
(
contributor
);
Kugler, Peter
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003410693
Saved in:
4
Expected money growth, Markov trends and the instability of money demand in the euro erea
Kaufmann, Sylvia
;
Kugler, Peter
-
2006
Persistent link: https://www.econbiz.de/10003383884
Saved in:
5
Is there an asymmetric effect of monetary policy over time? : A Bayesian analysis using Austrian data
Kaufmann, Sylvia
-
2001
Persistent link: https://www.econbiz.de/10001581951
Saved in:
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