Fiscal Regime Shifts in Portugal [PDF]
We estimate changes in fiscal policy regimes in Portugal with a Markov Switching regression of fiscal policy rules for the period 1978-2007, using a new dataset of fiscal quarterly series.
António Afonso +2 more
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Distributed Robust Filtering for Wireless Sensor Networks with Markov Switching Topologies and Deception Attacks. [PDF]
Sensors (Basel), 2020 Zhu F, Liu X, Wen J, Xie L, Peng L.
europepmc +1 more source
Markov switching zero-inflated space-time multinomial models for comparing multiple infectious diseases. [PDF]
BiostatisticsDouwes-Schultz D +3 more
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Impact of COVID-19 on Local Markets: An Application of Garch and Markov-Switching Dynamic Regression
, 2022 Abimbola O, Ogbekile C, Oseghale E.
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. [PDF]
Financ Res Lett, 2020 Just M, Echaust K.
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A Comparison Between Markov Switching Zero-Inflated and Hurdle Models for Spatio-Temporal Infectious Disease Counts. [PDF]
Stat MedXu M, Douwes-Schultz D, Schmidt AM.
europepmc +1 more source
Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]
PLoS OneSiddiqui N, Mohamad Hasim H.
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Comparative stability analysis of Indonesian banks: Markov Switching-Dynamic Regression for Islamic and conventional sectors. [PDF]
PLoS OneMawardi I +6 more
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Zika emergence, persistence, and transmission rate in Colombia: a nationwide application of a space-time Markov switching model. [PDF]
Sci RepPicinini Freitas L +9 more
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Assessing Market Risk in BRICS and Oil Markets: An application of Markov Switching and Vine Copula
, 2021 Muteba Mwamba JW, Mwambi SM.
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