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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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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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Housing is local : applying a dynamic unobserved factor model for the Dutch housing market
Klarl, Torben - In: Economics letters 170 (2018), pp. 79-84
Persistent link: https://www.econbiz.de/10012019654
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Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha; Czudaj, Robert - In: Economics letters 123 (2014) 2, pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G. - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
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Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
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Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G. - In: Economics letters 165 (2018), pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
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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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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