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~person:"Blagov, Boris"
~person:"Owyang, Michael T."
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
~type_genre:"Article in journal"
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Search: subject_exact:"Markovsche Kette"
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Optionspreistheorie
USA
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Markov chain
9
Markov-Kette
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5
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5
Geldpolitik
4
Monetary policy
4
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Blagov, Boris
Owyang, Michael T.
Elliott, Robert J.
17
Siu, Tak Kuen
17
Ciecka, James E.
13
Chan, Leunglung
11
Skoog, Gary R.
10
Cui, Zhenyu
9
Gupta, Rangan
8
Kirkby, J. Lars
7
Krolzig, Hans-Martin
7
Nguyen, Duy
7
Balcilar, Mehmet
6
Cavicchioli, Maddalena
6
Chauvet, Marcelle
6
Kim, Chang-jin
6
Lütkepohl, Helmut
6
Piger, Jeremy Max
6
Chen, Son-nan
5
Sola, Martin
5
Zhu, Song-Ping
5
Donley, Thomas D.
4
Fabozzi, Frank J.
4
Goldman, Jerry
4
Guidolin, Massimo
4
He, Xin-Jiang
4
Karamé, Frédéric
4
Li, Lingfei
4
Lin, Shih-kuei
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Nelson, Charles R.
4
Shen, Yang
4
Von Krueger, Kurt
4
Aye, Goodness C.
3
Bhar, Ramaprasad
3
Camacho, Maximo
3
Casarin, Roberto
3
Chourdakis, Kyriakos
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Clements, Michael P.
3
Dueker, Michael
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of monetary economics
1
Journal of urban economics
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
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1
The regime-dependent evolution of credibility : a fresh look at Hong Kong's linked exchange rate system
Blagov, Boris
;
Funke, Michael
- In:
Macroeconomic dynamics
23
(
2019
)
6
,
pp. 2434-2468
Persistent link: https://www.econbiz.de/10012127353
Saved in:
2
Nonlinearities, smoothing and countercyclical monetary policy
Jackson, Laura
;
Owyang, Michael T.
;
Soques, Daniel
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 136-154
Persistent link: https://www.econbiz.de/10012004920
Saved in:
3
The economic performance of cities : a Markov-switching approach
Owyang, Michael T.
;
Piger, Jeremy Max
;
Wall, Howard J.
; …
- In:
Journal of urban economics
64
(
2008
)
3
,
pp. 538-550
Persistent link: https://www.econbiz.de/10003798904
Saved in:
4
Monetary policy in a Markov-switching vector error-correction model : implications for the cost of disinflation and the price puzzle
Francis, Neville
;
Owyang, Michael T.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 305-313
Persistent link: https://www.econbiz.de/10003012959
Saved in:
5
Regime switching and monetary policy measurement
Owyang, Michael T.
;
Ramey, Garey
- In:
Journal of monetary economics
51
(
2004
)
8
,
pp. 1577-1597
Persistent link: https://www.econbiz.de/10002485158
Saved in:
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