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~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject:"Markov-Kette"
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Markov chain
100
Markov-Kette
100
Theorie
59
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59
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29
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29
Time series analysis
24
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24
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Dimitrakopoulos, Stefanos
4
Serletis, Apostolos
4
Spagnolo, Nicola
4
Tsionas, Efthymios G.
4
Xu, Libo
4
Guérin, Pierre
3
Alba, Joseph D.
2
Aoki, Masanao
2
Arin, Kerim Peren
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2
Cavicchioli, Maddalena
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2
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1
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Economics letters
Macroeconomic dynamics
Working paper / Department of Econometrics and Business Statistics, Monash University
European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Mathematical methods of operations research
73
Journal of economic dynamics & control
71
International journal of production research
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International journal of production economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Journal of forecasting
43
International journal of forecasting
41
Applied economics letters
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Quantitative finance
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Finance research letters
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Risks : open access journal
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Dynamic games and applications : DGA
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Journal of empirical finance
34
International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
27
The North American journal of economics and finance : a journal of financial economics studies
27
Opsearch : journal of the Operational Research Society of India
26
Econometric reviews
25
Journal of applied econometrics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
Does the Survey of Professional Forecasters help predict the shape of recessions in real time?
Eo, Yunjong
;
Morley, James C.
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506415
Saved in:
2
Estimating the FOMC's interest rate rule with variable selection and partial regime switching
Check, Adam
- In:
Macroeconomic dynamics
27
(
2023
)
2
,
pp. 297-330
Persistent link: https://www.econbiz.de/10014247371
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
4
A protocol for repeated bargaining
Kato, Akihisa
;
Ríos-Rull, José-Víctor
- In:
Economics letters
227
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014336120
Saved in:
5
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
6
Timing and signals of monetary regime switching
Soques, Daniel
- In:
Macroeconomic dynamics
26
(
2022
)
4
,
pp. 885-919
Persistent link: https://www.econbiz.de/10013270220
Saved in:
7
Social security as Markov equilibrium in OLG models : clarifications and some new insights
Lopez-Velasco, Armando R.
- In:
Economics letters
217
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013465512
Saved in:
8
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
9
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:
10
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
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