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~subject:"Markov regime-switching"
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Markov regime-switching
Markov chain
179
Markov-Kette
179
Schätzung
85
Estimation
84
Markov regime switching
80
Volatility
66
Volatilität
64
Theorie
57
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55
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48
ARCH-Modell
48
Capital income
46
Kapitaleinkommen
46
Aktienmarkt
36
Stock market
36
Prognoseverfahren
35
Börsenkurs
34
Forecasting model
33
Share price
33
Markov regime-switching model
32
Business cycle
27
Konjunktur
27
Markov Regime Switching
26
Financial crisis
24
Finanzkrise
22
Markov regime switching model
21
Monetary policy
21
Portfolio selection
21
Portfolio-Management
21
Zeitreihenanalyse
20
Oil price
18
Ölpreis
18
Geldpolitik
17
Markov regime-switching models
17
Time series analysis
17
Welt
17
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17
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15
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14
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Free
40
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52
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Janczura, Joanna
5
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5
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4
Kosater, Peter
4
Chevallier, Julien
3
Shami, Roland
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Türk, D.
2
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2
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2
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2
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3
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1
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1
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ECONIS (ZBW)
39
RePEc
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EconStor
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1
Macroeconomic implications of oil-price shocks to emerging economies: A
Markov
regime-switching
approach
Togonidze, Sophio
;
Kočenda, Evžen
-
2022
employ a
Markov
regime-switching
version of a vector autoregressive (VAR) model to allow for regime shifts, non …
Persistent link: https://www.econbiz.de/10014301793
Saved in:
2
Modeling the exchange rate pass-through in Turkey with uncertainty and geopolitical risk : a
Markov
regime-switching
approach
Bilgili, Faik
;
Ünlü, Fatma
- In:
Applied economic analysis : AEA
30
(
2022
)
88
,
pp. 52-70
Persistent link: https://www.econbiz.de/10013368439
Saved in:
3
Macroeconomic implications of oil-price shocks to emerging economies : a
Markov
regime-switching
approach
Togonidze, Sophio
;
Kočenda, Evžen
-
2022
employ a
Markov
regime-switching
version of a vector autoregressive (VAR) model to allow for regime shifts, non …
Persistent link: https://www.econbiz.de/10013369064
Saved in:
4
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
5
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
6
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
7
A
Markov
regime-switching
(MS) approach to modeling the effects of fiscal policies and COVID-19 pandemic on tourism destination competitiveness in Kenya
Kimunio, Isaac
;
Maingi, Shem Wambugu
- In:
Journal of hospitality and tourism insights
6
(
2023
)
4
,
pp. 1658-1667
Persistent link: https://www.econbiz.de/10014364044
Saved in:
8
Exports and imports in Turkey : a regime-switching approach
Türkvatan, Aysun
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 791-834
Persistent link: https://www.econbiz.de/10014303367
Saved in:
9
The behaviour of the real effective exchange rate of South Africa: Is there a misalignment?
Khomo, Melvin M.
;
Aziakpono, Meshach Jesse
- In:
Cogent Economics & Finance
8
(
2020
)
1
,
pp. 1-16
equilibrium value of the REER of the rand. Next, the study uses a
Markov
regime-switching
(MSM) method to determine whether the …
Persistent link: https://www.econbiz.de/10012657605
Saved in:
10
Impact of exchange rate on uncertainty in stock market: Evidence from
Markov
regime-switching
GARCH family models
Zolfaghari, Mehdi
;
Hoseinzade, Saeid
- In:
Cogent Economics & Finance
8
(
2020
)
1
,
pp. 1-49
We employ the
Markov
Regime-Switching
GARCH (MRS- GARCH) family models under the normal, Student's t-, and GED …
Persistent link: https://www.econbiz.de/10014001473
Saved in:
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