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Bayesian analysis of a Markov switching temporal cointegration model
Sugita, Katsuhiro - In: Japan and the world economy : international journal of … 20 (2008) 2, pp. 257-274
Persistent link: https://www.econbiz.de/10003685790
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Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
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Non-linear analysis of the Fisher effect : in the case of Japan
Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 11, pp. 1-9
Persistent link: https://www.econbiz.de/10011764129
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Bayesian analysis of Markov switching vector error correction model
Sugita, Katsuhiro (contributor) - 2006
Persistent link: https://www.econbiz.de/10003397341