Results 301 to 306 of about 498,137 (306)

Regime-dependent impulse response functions in a Markov-switching vector autoregression model

Economics Letters, 2003
Michael Ehrmann, Martin Ellison
exaly  

Can Markov switching models replicate chartist profits in the foreign exchange market?

Journal of International Money and Finance, 2001
Hans Dewachter
exaly  

Markov-Switching Models

1999
openaire   +1 more source

Business-Cycle Analysis With a Markov-Switching Model

Journal of Business and Economic Statistics, 1993
exaly  

A Markov switching model for annual hydrologic time series

Water Resources Research, 2005
exaly  

Markov Switches and Extreme Events

2012
openaire   +1 more source