Results 21 to 30 of about 553,591 (343)
A spatio-temporal hierarchical Markov switching model for the early detection of influenza outbreaks
Stochastic environmental research and risk assessment (Print), 2020 Rapidly detecting the beginning of influenza outbreaks helps health authorities to reduce their impact. Accounting for the spatial distribution of the data can greatly improve the performance of an outbreak detection method by promptly detecting the ...
R. Amorós +3 more
semanticscholar +1 more source
Deep habits in an Iranian Markov-switching DSGE model [PDF]
International Journal of Business and Development Studies, 2023 This paper attempts to compare a Markov-Switching Dynamic Stochastic General Equilibrium (MS-DSGE) model by including deep habits consumption to a MS-DSGE model without deep habits. It is concluded that the deep habit adjusted model with regime switching
Hassan Heidari, Narmin Davoudi
doaj +1 more source
Understanding Markov-Switching Rational Expectations Models [PDF]
SSRN Electronic Journal, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roger E.A. Farmer +2 more
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Markov Switching Model for Financial Time Series [PDF]
Ovidius University Annals: Economic Sciences Series, 2021 Modeling financial time series is an important step for its forecast and risk evaluation when financial assets are involved. In this context, this article presents a Markov Switching Model for BET series recorded during the period Oct-2000 - Sept-2014 ...
Alina Barbulescu +1 more
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IEEE transactions on fuzzy systems, 2022 This article addresses the asynchronous control for singularly perturbed systems with nonhomogeneous Markov switching approximated by T–S fuzzy models. The transition probabilities of the nonhomogeneous Markov process are supposed to be time-varying and ...
Jun Cheng +4 more
semanticscholar +1 more source
Optimal Forecasts from Markov Switching Models [PDF]
Journal of Business & Economic Statistics, 2014 We derive forecasts for Markov switching models that are optimal in the MSFE sense by means of weighting observations. We provide analytic expressions of the weights conditional on the Markov states and conditional on state probabilities. This allows us to study the effect of uncertainty around states on forecasts.
Boot, Tom, Pick, Andreas
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Perturbation Methods for Markov-Switching DSGE Models [PDF]
SSRN Electronic Journal, 2013 This paper develops a general perturbation methodology for constructing high-order approximations to the solutions of Markov-switching DSGE models. We introduce an important and practical idea of partitioning the Markov-switching parameter space so that a steady state is well de?ned.
Andrew T. Foerster +3 more
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Assessing Brazilian macroeconomic dynamics using a Markov-switching DSGE model
EconomiA, 2016 The goal of this paper is to evaluate the behavior of the main parameters of the Brazilian economy through the estimation of an open-economy dynamic stochastic general equilibrium (DSGE) model using Bayesian methods and allowing for Markov switching of ...
Caio César Soares Gonçalves +2 more
doaj +1 more source
Frontiers in Energy Research, 2021 The rapid development of wind energy has brought a lot of uncertainty to the power system. The accurate ultra-short-term wind power prediction is the key issue to ensure the stable and economical operation of the power system.
Hang Fan +3 more
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Stationarity of multivariate Markov–switching ARMA models [PDF]
Journal of Econometrics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christian Francq, Jean-Michel Zakoïan
openaire +3 more sources