Michael J. Dueker

Available identifiers

zbMath Open dueker.michael-jMaRDI QIDQ289168

List of research outcomes

Publication	Date of Publication	Type
Multivariate contemporaneous-threshold autoregressive models	2016-08-10	Paper
Contemporaneous threshold autoregressive models: estimation, testing and forecasting	2016-05-27	Paper
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)	2015-04-27	Paper
Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models	2013-01-08	Paper
Fixing Swiss potholes: the importance and cyclical nature of improvements	2013-01-01	Paper
Modeling dependence dynamics through copulas with regime switching	2012-05-11	Paper
Contemporaneous-Threshold Smooth Transition GARCH Models	2011-03-09	Paper
Indeterminacy, change points and the price puzzle in an estimated DSGE model	2009-08-07	Paper
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX	2007-03-08	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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