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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10003931072
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Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
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A Markov-switching model with component structure for US GNP
Doornik, Jurgen A. - In: Economics letters 118 (2013) 2, pp. 265-268
Persistent link: https://www.econbiz.de/10009706797
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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena - In: Economics letters 121 (2013) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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Can Markov switching model generate long memory?
Baek, Changryong; Fortuna, Natércia; Pipiras, Vladas - In: Economics letters 124 (2014) 1, pp. 117-121
Persistent link: https://www.econbiz.de/10010490562
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Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo - In: Economics letters 121 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
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Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej; Dufays, Arnaud - In: Economics letters 170 (2018), pp. 122-126
Persistent link: https://www.econbiz.de/10012019659
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Clustering regional business cycles
Gadea, María Dolores; Gómez-Loscos, Ana; Bandrés, Eduardo - In: Economics letters 162 (2018), pp. 171-176
Persistent link: https://www.econbiz.de/10011939830
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Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching
Klinger, Sabine; Weber, Enzo - In: Economics letters 144 (2016), pp. 115-118
Persistent link: https://www.econbiz.de/10011617232