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~subject:"Markov chain"
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Search: subject_exact:"VARMA model"
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Markov chain
VAR model
13,355
VAR-Modell
13,355
Schock
3,958
Shock
3,957
Estimation
3,655
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3,655
Theorie
3,002
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3,002
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2,937
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2,931
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1,725
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1,720
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1,502
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1,501
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1,459
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1,459
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1,383
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1,381
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1,316
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1,313
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1,310
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1,306
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1,298
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1,298
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1,190
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1,189
Geldpolitische Transmission
982
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982
Welt
975
World
975
Oil price
940
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940
EU countries
923
EU-Staaten
923
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850
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794
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792
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778
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313
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Lütkepohl, Helmut
24
Netšunajev, Aleksei
11
Velinov, Anton
10
Cavicchioli, Maddalena
8
Krolzig, Hans-Martin
8
Woźniak, Tomasz
8
Marcellino, Massimiliano
7
Blagov, Boris
6
Canova, Fabio
6
Droumaguet, Matthieu
6
Guidolin, Massimo
6
Gupta, Rangan
6
Hou, Chenghan
6
Schlaak, Thore
6
Warne, Anders
6
Balcilar, Mehmet
5
Bognanni, Mark
5
Ciccarelli, Matteo
5
Koop, Gary
5
Korobilis, Dimitris
5
Mizon, Grayham E.
5
Rieth, Malte
5
Bao Hoang Nguyen
4
Billio, Monica
4
Casarin, Roberto
4
Karamé, Frédéric
4
Lanne, Markku
4
Leon-Gonzalez, Roberto
4
Lkhagvasuren, Damba
4
Pedio, Manuela
4
Podstawski, Maximilian
4
Schröder, Maximilian
4
Strachan, Rodney W.
4
Ahelegbey, Daniel Felix
3
Aye, Goodness C.
3
Chauvet, Marcelle
3
Chen, Cathy W. S.
3
Gerlach, Richard
3
Guérin, Pierre
3
Hansson, Jesper
3
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1
Narodna Banka na Republika Makedonija
1
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1
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Economics letters
9
Journal of econometrics
9
Applied economics
7
Economic modelling
6
Journal of economic dynamics & control
6
Working papers
6
Applied economics letters
5
EUI working paper / ECO
5
Working paper
5
Four essays on Markov-switching DSGE and Markov-switching VAR models
4
International journal of forecasting
4
Journal of applied econometrics
4
Macroeconomic dynamics
4
Sveriges Riksbank working paper series
4
CAMA working paper series
3
CAMP working paper series
3
CESifo working papers
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Tinbergen Institute
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
SFB 649 discussion paper
3
Working paper series / Bank of Estonia
3
Working paper series / European Central Bank
3
Applied financial economics
2
DIW Berlin Discussion Paper
2
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2
ECB Working Paper
2
East Asian economic review
2
Econometric theory
2
Econometrics : open access journal
2
IMES discussion paper series / Englische Ausgabe
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of central banking theory and practice
2
Journal of emerging market finance
2
Journal of international economic review
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ECONIS (ZBW)
317
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41
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41
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
42
Impact of oil demand and supply shocks on food-grain prices : a Markov-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
43
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
44
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
Saved in:
45
Inter-market sentiment analysis using Markov switching Bayesian VAR analysis
Ebrahimijam, Saeed
;
Adaoglu, Cahit
;
Gokmenoglu, Korhan K.
- In:
Regulation of Finance and Accounting : 21st and 22nd …
,
(pp. 73-84)
.
2022
Persistent link: https://www.econbiz.de/10013448478
Saved in:
46
Are quantitative easing effects transitory? : evidence from out-of-sample forecasts
Kirikos, Dimitris G.
- In:
Journal of financial economic policy
14
(
2022
)
6
,
pp. 811-822
Persistent link: https://www.econbiz.de/10013454194
Saved in:
47
Detection of structural regimes and analyzing the impact of crude oil market on Canadian stock market : Markov regime-switching approach
Mahmoudi, Mohammadreza
;
Ghaneei, Hana
- In:
Studies in economics and finance
39
(
2022
)
4
,
pp. 722-734
Persistent link: https://www.econbiz.de/10013355249
Saved in:
48
Do collective emotions drive bitcoin volatility? : a triple regime-switching vector approach
Bourghelle, David
;
Jawadi, Fredj
;
Rozin, Philippe
- In:
Journal of economic behavior & organization : JEBO
196
(
2022
),
pp. 294-306
Persistent link: https://www.econbiz.de/10013375283
Saved in:
49
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
50
An ocean apart? : the effects of US business cycles on Chinese business cycles
Shen, Jiancheng
;
Selover, David D.
;
Li, Chao
;
Yousefi, Hamed
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 677-698
Persistent link: https://www.econbiz.de/10013545854
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