The following pages link to Business cycle durations (Q1298429):
Displaying 17 items.
- \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371) (← links)
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
- Solving endogenous regime switching models (Q1655641) (← links)
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method (Q2008134) (← links)
- Exploring the dynamics of business survey data using Markov models (Q2010373) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Regime-dependent fiscal multipliers in the United States (Q2416237) (← links)
- The Impact of Intensity in Surveillance of Cyclical Processes (Q3155667) (← links)
- Some statistical aspects of methods for detection of turning points in business cycles (Q3592562) (← links)
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
- A time varying hidden Markov model with latent information (Q4970951) (← links)
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)
- Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model (Q5123604) (← links)
- A Markov Switching Model with Stochastic Regimes with Application to Business Cycle Analysis (Q5283091) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (Q6181694) (← links)
