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Can the persistence of a currency crisis be explained by fundamentals? : Markov switching models for exchange market pressure

Moore, Tomoe; Wang, Ping - 2009

Persistent link: https://www.econbiz.de/10003882156

Real convergence and regime-switching among EU accession countries

Holmes, Mark J.; Wang, Ping - In: South-Eastern Europe journal of economics : SEEJE ; the … 6 (2008) 1, pp. 9-27

Persistent link: https://www.econbiz.de/10003700288

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

Volatility in stock returns for new EU member states : Markov regime switching model

Moore, Tomoe; Wang, Ping - In: International review of financial analysis 16 (2007) 3, pp. 282-292

Persistent link: https://www.econbiz.de/10003510457

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

Oil price shocks and the asymmetric adjustment of UK output : a Markov-switching approach

Holmes, Mark J.; Wang, Ping - In: International review of applied economics 17 (2003) 2, pp. 181-192

Persistent link: https://www.econbiz.de/10001785274

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

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