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Modelling regime shift behaviour in Asian real interest rates

Mills, Terence C.; Wang, Ping - In: Economic modelling 23 (2006) 6, pp. 952-966

Persistent link: https://www.econbiz.de/10003387608

Have output growth rates stabilised? : Evidence from the G-7 economies

Mills, Terence C.; Wang, Ping - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 232-246

Persistent link: https://www.econbiz.de/10001777904

The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains

Mills, Terence C.; Jordanov, Jordan - 1999

Persistent link: https://www.econbiz.de/10001428365

Regime shifts in European real interest rates

Mills, Terence C.; Wang, Ping - In: Review of world economics 139 (2003) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10001763031

Multivariate Markov switching common factor models for the UK

Mills, Terence C.; Wang, Ping - In: Bulletin of economic research 55 (2003) 2, pp. 177-193

Persistent link: https://www.econbiz.de/10001748816

The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains

Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815

Persistent link: https://www.econbiz.de/10001804430

Plucking models of business cycle fluctuations : evidence from the G-7 countries

Mills, Terence C.; Wang, Ping - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 255-276

Persistent link: https://www.econbiz.de/10001655306

Multivariate Markov Switching Common Factor Models for the UK

Mills, Terence C.; Wang, Ping - 2003

We estimate a model that incorporates two key features of business cycles, comovement among economic variables and switching between regimes of boom and slump, to quarterly UK data for the last four decades. A common factor, interpreted as a composite indicator of coincident variables, and...

Persistent link: https://www.econbiz.de/10014080620