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Markov chain
Estimation
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Schätzung
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EU-Staaten
42
Cointegration
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EU countries
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35
Kointegration
31
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31
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Markov-Kette
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cross-section dependence
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mean reversion
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Großbritannien
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English
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Muratidēs, Kōstas
13
Arestis, Philip
5
Caglayan, Mustafa
4
Spagnolo, Nicola
4
Kandemir Kocaaslan, Ozge
3
Kenourgios, Dimitris
3
Mouratidis, Kostas
3
Cipollini, Andrea
2
Panagiōtidēs, Theodōros
2
Papapanagiotou, Georgios
2
Samitas, Aris
2
Stengos, Thanasēs
2
Vougas, Dimitris
2
Kandemir, Ozge
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Karoglou, Michail
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Issues in finance and monetary policy
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
18
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Credibility of interest rate policies in eight European monetary system countries : an application of the Markov regime-switching of a bivariate autoregressive model
Arestis, Philip
;
Muratidēs, Kōstas
- In:
Issues in finance and monetary policy
,
(pp. 100-127)
.
2007
Persistent link: https://www.econbiz.de/10003466332
Saved in:
2
The price puzzle : fact or artefact?
Arestis, Philip
;
Karoglou, Michail
;
Muratidēs, Kōstas
-
2013
Persistent link: https://www.econbiz.de/10009767990
Saved in:
3
On the role of financial depth in determining the asymmetric impact of monetary policy
Caglayan, Mustafa
;
Kandemir Kocaaslan, Ozge
; …
-
2013
Persistent link: https://www.econbiz.de/10009767994
Saved in:
4
Evaluating currency crises : a multivariate Markov regime switching approach
Muratidēs, Kōstas
;
Kenourgios, Dimitris
;
Samitas, Aris
; …
- In:
The Manchester School
81
(
2013
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10009748490
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5
The impact of inflation uncertainty on economic growth : a MRS-IV approach
Caglayan, Mustafa
;
Kandemir, Ozge
;
Muratidēs, Kōstas
-
2012
Persistent link: https://www.econbiz.de/10009663415
Saved in:
6
Regime dependent effects of inflation uncertainty on real growth : a Markov switching approach
Caglayan, Mustafa
;
Kandemir Kocaaslan, Ozge
; …
- In:
Scottish journal of political economy : the journal of …
63
(
2016
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10011455083
Saved in:
7
Evaluating currency crises : the case of the European monetary system
Cipollini, Andrea
;
Muratidēs, Kōstas
;
Spagnolo, Nicola
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10003746410
Saved in:
8
Credibility of EMS interest rate policies : a Markov regime-switching approach
Arestis, Philip
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003207961
Saved in:
9
Credibility of monetary policy in four accession countries : A Markov regime-switching approach
Arestis, Philip
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003208256
Saved in:
10
Credibility of monetary policy in four acession countries : a Markov regime-switching approach
Arestis, Philip
;
Muratidēs, Kōstas
- In:
International journal of finance & economics : IJFE
10
(
2005
)
1
,
pp. 81-89
Persistent link: https://www.econbiz.de/10002608397
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