Results 211 to 215 of about 13,921 (215)

Structural vector autoregressions with Markov switching

Journal of Economic Dynamics and Control, 2010
Markku Lanne, Helmut Lütkepohl, Katarzyna Maciejowska   +2 more
exaly  

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  

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