Michael J. Dueker

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multivariate contemporaneous-threshold autoregressive models Journal of Econometrics	2016-08-10	Paper
Contemporaneous threshold autoregressive models: estimation, testing and forecasting Journal of Econometrics	2016-05-27	Paper
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to value at risk (VaR) Quantitative Finance	2015-04-27	Paper
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models Economics Letters	2013-01-08	Paper
Fixing Swiss potholes: the importance and cyclical nature of improvements Economics Letters	2013-01-01	Paper
Modeling dependence dynamics through copulas with regime switching Insurance Mathematics & Economics	2012-05-11	Paper
Contemporaneous-threshold smooth transition GARCH models Studies in Nonlinear Dynamics & Econometrics	2011-03-09	Paper
Indeterminacy, change points and the price puzzle in an estimated DSGE model Journal of Economic Dynamics and Control	2009-08-07	Paper
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX Macroeconomic Dynamics	2007-03-08	Paper

Research outcomes over time

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