Similar Search Results

Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy

Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254

Persistent link: https://www.econbiz.de/10011373295

Financial stress and economic dynamics : the transmission of crises

Hubrich, Kirstin; Tetlow, Robert - In: Journal of monetary economics 70 (2015), pp. 100-115

Persistent link: https://www.econbiz.de/10011381310

Banking crises : identifying dates and determinants

Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166

Persistent link: https://www.econbiz.de/10011299799

Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination

Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - In: Macroeconomic dynamics 19 (2015) 2, pp. 363-393

Persistent link: https://www.econbiz.de/10011308645

Markov switching and the Taylor principle

Murray, Christian J.; Nikolsko-Rzhevskyy, Alex; Papell, … - In: Macroeconomic dynamics 19 (2015) 4, pp. 913-930

Persistent link: https://www.econbiz.de/10011309201

Business cycles and financial crises : the roles of credit supply and demand shocks

Nason, James Michael; Tallman, Ellis W. - In: Macroeconomic dynamics 19 (2015) 4, pp. 836-882

Persistent link: https://www.econbiz.de/10011309203

Regime-switching cointegration

Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48

Persistent link: https://www.econbiz.de/10011311202

Cross-region and cross-sector asset allocation with regimes

Dou, Paul; Gallagher, David R.; Schneider, David; … - In: Accounting and finance : journal of the Accounting … 54 (2014) 3, pp. 809-846

Persistent link: https://www.econbiz.de/10011348083

Modeling portfolio defaults using hidden Markov models with covariates

Banachewicz, Konrad; Vaart, Aad W. van der; Lucas, André - 2006

We extend the Hidden Markov Model for defaults of Crowder, Davis, and Giampieri (2005) to include covariates. The covariates enhance the prediction of transition probabilities from high to low default regimes. To estimate the model, we extend the EM estimating equations to account for the time...

Persistent link: https://www.econbiz.de/10011349709

Detecting jumps and regime switches in international stock markets returns

Chevallier, Julien; Goutte, Stéphane - In: Applied economics letters 22 (2015) 13/15, pp. 1011-1019

Persistent link: https://www.econbiz.de/10011312229