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341
European unemployment nonlinear dynamics over the business cycles : Markov switching approach
Oliskevych, Marianna
;
Lukianenko, Iryna
- In:
Global business & economics review
22
(
2020
)
4
,
pp. 375-401
Persistent link: https://www.econbiz.de/10012223961
Saved in:
342
Characterising and testing European business cycles asymmetry
Kovačić, Zlatko J.
;
Vilotic, Milos
- In:
Equilibrium : quarterly journal of economics and …
12
(
2017
)
3
,
pp. 453-468
Persistent link: https://www.econbiz.de/10012230863
Saved in:
343
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
Saved in:
344
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012229000
Saved in:
345
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
346
Dependence modelling of Malaysian Ringgit (MYR) and Thai Baht (THB) : the Markov switching model with dynamic copula approach (DCA) and bivariate extreme value approach
Prasert Chaitip
;
Chukiat Chaiboonsri
- In:
International journal of computational economics and …
6
(
2016
)
2
,
pp. 138-155
Persistent link: https://www.econbiz.de/10011704600
Saved in:
347
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10011704723
Saved in:
348
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
349
Time aggregation and state dependence in welfare receipt
Bhuller, Manudeep
;
Brinch, Christian N.
;
Königs, Sebastian
- In:
The economic journal : the journal of the Royal …
127
(
2017
)
604
,
pp. 1833-1873
Persistent link: https://www.econbiz.de/10011757845
Saved in:
350
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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