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Markov regime switching and unit-root tests
Nelson, Charles R.; Piger, Jeremy Max; Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 404-415
Persistent link: https://www.econbiz.de/10001646353
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The less-volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations
Kim, Chang-jin; Nelson, Charles R.; Piger, Jeremy Max - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10001891451
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A comparison of the real-time performance of business cycle dating methods
Chauvet, Marcelle; Piger, Jeremy Max - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 42-49
Persistent link: https://www.econbiz.de/10003625213
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The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations
Kim, Chang-Jin; Nelson, Charles R.; Piger, Jeremy - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10008214951
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Markov Regime Switching and Unit-Root Tests
Nelson, Charles R.; Piger, Jeremy; Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 404-415
Persistent link: https://www.econbiz.de/10008216784
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A Comparison of the Real-Time Performance of Business Cycle Dating Methods
Chauvet, Marcelle; Piger, Jeremy - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 42-49
Persistent link: https://www.econbiz.de/10008221439
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Monetary policy in a Markov-switching vector error-correction model : implications for the cost of disinflation and the price puzzle
Francis, Neville; Owyang, Michael T. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 305-313
Persistent link: https://www.econbiz.de/10003012959
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Binary conditional forecasts
McCracken, Michael W.; McGillicuddy, Joseph; Owyang, … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1246-1258
Persistent link: https://www.econbiz.de/10013539504