Advances in Markov-Switching Models
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11

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Published By Physica-Verlag HD

9783642511844, 9783642511820

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Improving GARCH volatility forecasts with regime-switching GARCH

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_10 ◽

2002 ◽

pp. 223-254 ◽

Author(s):

Franc Klaassen

Keyword(s):

Regime Switching

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A Markov-switching vector equilibrium correction model of the UK labour market

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_5 ◽

2002 ◽

pp. 91-112 ◽

Author(s):

Hans-Martin Krolzig ◽

Massimiliano Marcellino ◽

Grayham E. Mizon

Keyword(s):

Labour Market ◽

Markov Switching ◽

Correction Model ◽

Vector Equilibrium ◽

The Uk ◽

Equilibrium Correction

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New directions in business cycle research and financial analysis

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_1 ◽

2002 ◽

pp. 3-16 ◽

Author(s):

James D. Hamilton ◽

Baldev Raj

Keyword(s):

Business Cycle ◽

Financial Analysis ◽

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Permanent and transitory components of recessions

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_2 ◽

2002 ◽

pp. 19-39 ◽

Author(s):

Chang-Jin Kim ◽

Christian J. Murray

Keyword(s):

Permanent And Transitory Components

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A regime-switching approach to the study of speculative attacks: A focus on EMS crises

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_8 ◽

2002 ◽

pp. 159-194 ◽

Author(s):

Maria Soledad Martinez Peria

Keyword(s):

Regime Switching ◽

Speculative Attacks

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Is there an asymmetric effect of monetary policy over time?

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_7 ◽

2002 ◽

pp. 137-157

Author(s):

Sylvia Kaufmann

Keyword(s):

Monetary Policy ◽

Asymmetric Effect ◽

Effect Of Monetary Policy ◽

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Plucking models of business cycle fluctuations: Evidence from the G-7 countries

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_6 ◽

2002 ◽

pp. 113-134 ◽

Author(s):

Terence C. Mills ◽

Ping Wang

Keyword(s):

Business Cycle ◽

Business Cycle Fluctuations

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Fads or bubbles?

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_9 ◽

2002 ◽

pp. 195-222

Author(s):

Huntley Schaller ◽

Simon van Norden

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Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_11 ◽

2002 ◽

pp. 257-263

Author(s):

Patrick J. Coe

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model

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Markov switching in disaggregate unemployment rates

Advances in Markov-Switching Models ◽

10.1007/978-3-642-51182-0_4 ◽

2002 ◽

pp. 61-88

Author(s):

Marcelle Chauvet ◽

Chinhui Juhn ◽

Simon Potter

Keyword(s):

Markov Switching ◽

Unemployment Rates

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