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~isPartOf:"IMF Working Papers"
~isPartOf:"International journal of theoretical and applied finance"
~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:"Markov chain"
~subject:"nominal exchange rate"
~type_genre:"Aufsatz in Zeitschrift"
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Inflation
Markov chain
nominal exchange rate
Theorie
74
Theory
74
Estimation
56
Schätzung
56
Structural break
54
Strukturbruch
54
Exchange rate regime
46
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46
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40
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40
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36
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Aufsatz in Zeitschrift
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51
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Elliott, Robert J.
3
He, Xin-Jiang
3
Liu, Rui Hua
3
Zhu, Song-Ping
3
Ghosh, Amit
2
Serletis, Apostolos
2
Siu, Tak Kuen
2
Alemany, Nuria
1
Altansukh, Gantungalag
1
Aragó, Vicent
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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1
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1
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1
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1
Bo, Lijun
1
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1
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1
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1
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1
Chang, Kuang-liang
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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1
Docq, Grégoire
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1
Gaffeo, Edoardo
1
Ge, Shuyi
1
Giannellis, Nikolaos
1
Guo, Feng
1
Hamada, Ahmed S.
1
Hammoudeh, Shawkat
1
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IMF Working Papers
International journal of theoretical and applied finance
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of macroeconomics
Working paper series / European Central Bank
Economic modelling
27
Applied economics
25
Energy economics
20
Applied economics letters
14
Insurance / Mathematics & economics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of forecasting
10
Journal of money, credit and banking : JMCB
10
European journal of operational research : EJOR
9
International review of financial analysis
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
9
Computational economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of finance & economics : IJFE
8
Journal of econometrics
8
Macroeconomic dynamics
8
Risks : open access journal
8
Annals of finance
7
Economics letters
7
International journal of financial engineering
7
Journal of international money and finance
7
Journal of mathematical finance
7
Macroeconomics and finance in emerging market economies
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Review of quantitative finance and accounting
7
CBN journal of applied statistics
6
International journal of economics and finance
6
Journal of applied econometrics
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Journal of risk and financial management : JRFM
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Quantitative finance
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The European journal of finance
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Cogent economics & finance
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Journal of economic studies
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ECONIS (ZBW)
51
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51
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a
regime
-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
A revisit to sovereign risk contagion in eurozone with mutual exciting
regime
-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
3
Learning with unobserved regimes
Cone, Thomas E.
- In:
Journal of macroeconomics
73
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013443877
Saved in:
4
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
5
A model for policy interest rates
Seibert, Armin
;
Sirchenko, Andrei
;
Müller, Gernot
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666426
Saved in:
6
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
7
Lead-lag relationship between spot and futures stock indexes : intraday data and
regime
-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
8
A Dupire equation for a
regime
-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
9
Variance and volatility swaps under a two-factor stochastic volatility model with
regime
switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
Saved in:
10
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:
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