John Driffill

Available identifiers

Publication	Date of Publication	Type
Real options with priced regime-switching risk	2013-10-21	Paper
The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing	2010-07-02	Paper
Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle.	2006-01-27	Paper
Testing the term structure of interest rates using a stationary vector autoregression with regime switching	1999-11-08	Paper
Trade Liberalization with Imperfect Competition in Goods and Labour Markets	1998-10-07	Paper
Renegotiation in a repeated Cournot duopoly	1997-02-28	Paper
Testing the term structure of interest rates using a stationary vector autoregression with regime switching	1997-02-27	Paper
Changes in regime and the term structure. A note	1992-06-28	Paper
Rational Expectations and Policy Credibility Following a Change in Regime	1985-01-01	Paper

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