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Identification of cyclical phases : a dynamic factor Markov switching model for India
Darbha, Gangadhar - In: Indian economic review : biannual journal of the Delhi … 36 (2001) 1, pp. 215-229
Persistent link: https://www.econbiz.de/10001639259
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The estimation of financial markets by means of a regime-switching model
Schwendener, Alvin - 2010
Persistent link: https://www.econbiz.de/10008667177
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Evaluating the synchronisation of the eurozone business cycles using multivariate coincident macroeconomic indicatos
Chen, Xiaoshan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003579843
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MOSART (Dynamic cross-sectional-microsimulation model)
Fredriksen, Dennis F.; Stølen, Nils M. - In: Modelling our future : population ageing, health and …, (pp. 433-437). 2007
Persistent link: https://www.econbiz.de/10003551997
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Shock elasticities and impulse responses
Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, … - In: Mathematics and financial economics 8 (2014) 4, pp. 333-354
Persistent link: https://www.econbiz.de/10010491018
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Finance and the business cycle : a Kalman filter approach with Markov switching
Compton, Ryan A. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003069462
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Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model
van Os, Bram - 2020
The dynamic factor Markov-switching (DFMS) model introduced by Diebold and Rudebusch (1996) has proven to be a powerful framework to measure the business cycle. We extend the DFMS model by allowing for time-varying transition probabilities, with the aim of accelerating the real-time dating of...
Persistent link: https://www.econbiz.de/10012823125
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Measuring and testing a modified version of the South African financial cycle
Nyati, Malibongwe C.; Tipoy, Christian K.; Muzindutsi, … - 2021
Persistent link: https://www.econbiz.de/10012796711
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Mexican peso-USD exchange rate : a switching linear dynamical model application
Saldaña-Zepeda, Dayna P.; Velasco-Cruz, Ciro; … - In: International economics : a journal published by CEPII … 162 (2020), pp. 80-91
Persistent link: https://www.econbiz.de/10012795655
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
Persistent link: https://www.econbiz.de/10012244551