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Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015
Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...
Persistent link: https://www.econbiz.de/10011335013
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Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009724346
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Measuring and predicting heterogeneous recessions
Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10009720726
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Posterior-predictive evidence on US inflation using Philips curve models with non-filtered time series
Basturk, Nalan; Çakmaklı, Cem; Ceyhan, Pinar; Dijk, … - 2013
Persistent link: https://www.econbiz.de/10009724100
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Getting the most out of macroeconomic information for predicting stock returns and volatility
Çakmaklı, Cem; Dijk, Dick van - 2010
Persistent link: https://www.econbiz.de/10008771807
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10010191237
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Posterior-predictive evidence on US inflation using extended Philips curve models with non-filtered data
Basturk, Nalan; Çakmaklı, Cem; Ceyhan, Pinar; Dijk, … - 2013
Persistent link: https://www.econbiz.de/10010191387