On the Stability of the Wealth Effect [PDF]
Evidence of instability of the wealth effect in the USA is presented through the estimation of a Markov switching model of the long-run aggregate consumption function. The dating of the regimes appears to bear relation to movements in asset prices.
Fernando Alexandre +2 more
core
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
core
PUNTOS DE GIRO EN LA ECONOMÍA ARGENTINA
Revista de Economía Política de Buenos Aires, 2017 RESUMEN En este artículo se utilizan diferentes técnicas para identificar los períodos recesivos y expansivos de la economía argentina que permitan establecer una cronología cíclica robusta en función de resultados proporcionados por diferentes métodos.
Cristian Rabanal
doaj
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
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
Impact of COVID-19 on Local Markets: An Application of Garch and Markov-Switching Dynamic Regression
, 2022 Abimbola O, Ogbekile C, Oseghale E.
europepmc +1 more source
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.
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.
europepmc +1 more source
Markov switching zero-inflated space-time multinomial models for comparing multiple infectious diseases. [PDF]
BiostatisticsDouwes-Schultz D +3 more
europepmc +1 more source
Comparative stability analysis of Indonesian banks: Markov Switching-Dynamic Regression for Islamic and conventional sectors. [PDF]
PLoS OneMawardi I +6 more
europepmc +1 more source