Results 181 to 190 of about 32,949 (205)

Almost Sure Stability of Markov Jump Systems With Persistent Dwell Time Switching

IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2021
Siyi Li, Jie Lian
exaly  

What drives oil prices? — A Markov switching VAR approach

Resources Policy, 2021
Xu Gong, Keqin Guan, Tangyong Liu
exaly  

Markov Switching Models

2018
Massimo Guidolin, Manuela Pedio
openaire   +1 more source

Short-term wind speed forecasting with Markov-switching model

Applied Energy, 2014
Zhe Song, Zijun Zhang
exaly  

The impact of oil shocks on exchange rates: A Markov-switching approach

Energy Economics, 2016
Syed Abul Basher, Alfred A Haug, Perry Sadorsky   +2 more
exaly  

Essays in Markov switching causality

This thesis extends the framework developed by Psaradakis et al. (2005) for the analysis of Markov switching Granger causality in three different ways. In the first chapter, the bivariate VAR setting is extended to a trivariate one to provide a comprehensive account of the evolution of macroeconomic causal relationships of the monetary rules ...
openaire   +1 more source

Almost Sure Stability of Switching Markov Jump Linear Systems

IEEE Transactions on Automatic Control, 2016
Yang Song
exaly  

Specification testing in Markov-switching time-series models

Journal of Econometrics, 1996
James D Hamilton
exaly  

New index of coincident indicators: A multivariate Markov switching factor model approach

Journal of Monetary Economics, 1995
Rae Eom Kim
exaly  

Markov switching multinomial logit model: An application to accident-injury severities

Accident Analysis and Prevention, 2009
Fred L Mannering
exaly