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~isPartOf:"IMF Working Papers"
~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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ECONIS (ZBW)
38
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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
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:
9
Banking technology in a Markov switching economy
Isakin, Maksim
;
Serletis, Apostolos
- In:
Journal of macroeconomics
59
(
2019
),
pp. 154-168
Persistent link: https://www.econbiz.de/10012244997
Saved in:
10
The meta-Phillips Curve : modelling U.S. inflation in the presence of
regime
change
Aristidou, Chrystalleni
- In:
Journal of macroeconomics
57
(
2018
),
pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
Saved in:
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