Narrow search
Showing 1 - 10 of 5,570
Cover Image
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
Cover Image
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
Cover Image
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan; Christou, Christina; Gupta, Rangan - In: Economics letters 227 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang; Liu, Lulu - In: Economics letters 155 (2017), pp. 144-148
Persistent link: https://www.econbiz.de/10011821634