Results 71 to 80 of about 32,949 (205)
Frontiers in Environmental ScienceIntroduction: This research addresses the response of CO2 emissions to economic fluctuations in South Africa post-Apartheid, covering the period 1990–2018.
Delphin Kamanda Espoir +5 more
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Cogent Economics & Finance, 2020 This paper investigates the impact of financial development on economic growth in Pakistan using the Markov Switching Model over the period 1980–2017. The results based on two-state Markov switching model confirm the Schumpeter’s view that finance spurs ...
Abdul Rahman +2 more
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A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter [PDF]
We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the
Wen-Jen Tsay, Wolfgang Härdle
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Markov-Switching and the Ifo Business Climate: The Ifo Business Cycle Traffic Lights [PDF]
Business cycle indicators are used to assess the economic situation of countries or regions. They are closely watched by the public, but are not easy to interpret. Does a current movement of the indicator signal a turning point or not?
Klaus Abberger, Wolfgang Nierhaus
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Markov regime switching and unit root tests [PDF]
We investigate the power and size performance of unit root tests when the data undergo Markov regime switching. All tests, including those robust to a single break in trend growth rate, have low power against a process with a Markov-switching trend ...
Charles Nelson +2 more
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Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa. [PDF]
BMC Public Health, 2022 Mthethwa N, Chifurira R, Chinhamu K.
europepmc +2 more sources
Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom [PDF]
This paper conducts a systematic investigation of parameter instability in a small open economy DSGE model of the UK economy over the past thirty-five years.
Ronald MacDonald, Xiaoshan Chen
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Inference and forecasting phase shift regime of COVID-19 sub-lineages with a Markov-switching model. [PDF]
Microbiol Spectr, 2023 Noh E, Hong J, Yoo J, Jung J.
europepmc +1 more source
Synchronization in Cycles of China and India During Recent Crises: A Markov Switching Analysis. [PDF]
J Quant Econ, 2023 Dua P, Tuteja D.
europepmc +1 more source
Journal of Mathematics, 2014 We adopt a regime switching approach to study concrete financial time series with particular emphasis on their volatility characteristics considered in a space-time setting.
Luca Di Persio, Samuele Vettori
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