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Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua; Santi, Caterina - In: Journal of economic dynamics & control 127 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
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Origins of monetary policy shifts : a new approach to regime switching in DSGE models
Chang, Yoosoon; Maih, Junior; Tan, Fei - In: Journal of economic dynamics & control 133 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10014535138
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Fiscal deficits and current account deficits
Kumhof, Michael; Laxton, Douglas - In: Journal of economic dynamics & control 37 (2013) 10, pp. 2062-2082
Persistent link: https://www.econbiz.de/10010196929
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Solving endogenous regime switching models
Barthélémy, Jean; Marx, Magali - In: Journal of economic dynamics & control 77 (2017), pp. 1-25
Persistent link: https://www.econbiz.de/10011817419
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Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo; Pedio, Manuela - In: Journal of economic dynamics & control 107 (2019), pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.; Chan, Joshua - In: Journal of economic dynamics & control 75 (2017), pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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Stability between cryptocurrency prices and the term structure
Castle, Jennifer; Kurita, Takamitsu - In: Journal of economic dynamics & control 165 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015051128
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Cyclical dynamics of industrial production and employment : Markov chain-based estimates and tests
Altuğ, Sumru; Tan, Barış; Gencer, Gözde - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1534-1550
Persistent link: https://www.econbiz.de/10009701972
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Asymmetries and Markov-switching structural VAR
Karamé, Frédéric - In: Journal of economic dynamics & control 53 (2015), pp. 85-102
Persistent link: https://www.econbiz.de/10011526861