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A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets

Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10011894407

Bayesian nonparametric panel Markov-switching GARCH models

Casarin, Roberto; Costantini, Mauro; Osuntuyi, Anthony - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 135-146

Persistent link: https://www.econbiz.de/10014449842

Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data

Hoshino, Tadao - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 160-172

Persistent link: https://www.econbiz.de/10011894483

Downward nominal wage rigidity in Europe : an analysis of European micro data from the ECHP 1994 - 2001

Knoppik, Christoph; Beissinger, Thomas - In: Empirical economics : a journal of the Institute for … 36 (2009) 2, pp. 321-338

Persistent link: https://www.econbiz.de/10003823298

Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods

Hoshino, Tadao - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1129-1148

Persistent link: https://www.econbiz.de/10010222429

Real wages and the business cycle in Germany

Marczak, Martyna; Beissinger, Thomas - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 469-490

Persistent link: https://www.econbiz.de/10009724176

On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment

Ooms, Marius - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 470-481

Persistent link: https://www.econbiz.de/10001227093

Modeling purchases as repeated events

Bijwaard, Govert; Franses, Philip Hans; Paap, Richard - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 487-502

Persistent link: https://www.econbiz.de/10003385180

Interconnections between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Mode

Billio, Monica - 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/10013015437