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Growth miracles and failures in a Markov switching classification model of growth
Kerekes, Monika - In: Journal of development economics 98 (2012) 2, pp. 167-177
Persistent link: https://www.econbiz.de/10009626186
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - In: Economic modelling 22 (2005) 3, pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725785
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min; Lee, Chien-chiang - In: Energy economics 103 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
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Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua; Zeng, Qing; Li, Tao - In: International review of economics & finance : IREF 81 (2022), pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
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Re-examining the convergence of the world economy : Markov chain model with population weighting
Domínguez, Alvaro; Sakamoto, Hiroshi - 2022
Persistent link: https://www.econbiz.de/10013274276
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Irregular economic growth in the world economy : fluctuations of ergodic distributions through a Markov Chain Model
Domínguez, Alvaro; Sakamoto, Hiroshi - 2022
Persistent link: https://www.econbiz.de/10013274364
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Does the past count? : sovereign debt during the Classical Gold Standard through the lenses of Mover Stayer and Markov Chain models
Bragoli, Daniela; Ferretti, Camilla; Ganugi, Piero; … - In: Rivista internazionale di scienze sociali 127 (2019) 4, pp. 407-432
Persistent link: https://www.econbiz.de/10012429280