Modeling dependence dynamics through copulas with regime switching von Silva Filho, Osvaldo Candido da, Ziegelmann, Flavio Augusto, Dueker, Michael J.

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Multivariate contemporaneous-threshold autoregressive models von Dueker, Michael J., Psaradakis, Zacharias, Sola, Martin, Spagnolo, Fabio

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State-Dependent Threshold Smooth Transition Autoregressive Models von Dueker, Michael J., Psaradakis, Zacharias, Sola, Martin, Spagnolo, Fabio

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Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) von Silva Filho, Osvaldo C., Ziegelmann, Flavio A., Dueker, Michael J.

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Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility von Dueker, Michael J.

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Can Markov switching models predict excess foreign exchange returns? von Dueker, Michael, Neely, Christopher J.

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Contemporaneous threshold autoregressive models: Estimation, testing and forecasting von Dueker, Michael J., Sola, Martin, Spagnolo, Fabio

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Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models von Dueker, Michael

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Contemporaneous-Threshold Smooth Transition GARCH Models von Dueker, Michael J., Psaradakis, Zacharias, Sola, Martin, Spagnolo, Fabio

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Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions von Dueker, Michael

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A time-varying threshold STAR model with applications von Dueker, Michael, Jackson, Laura E, Owyang, Michael T, Sola, Martin

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AGGREGATE PRICE SHOCKS AND FINANCIAL INSTABILITY: A HISTORICAL ANALYSIS von Bordo, Michael D., Dueker, Michael J., Wheelock, David C.

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Aggregate price shocks and financial stability: the United Kingdom 1796–1999 von Bordo, Michael D, Dueker, Michael J, Wheelock, David C

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The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis von Dueker, Michael J, Jacox, Ada K, Kalist, David E, Spurr, Stephen J

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BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX von DUEKER, MICHAEL, NELSON, CHARLES R.

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Fixing Swiss potholes: The importance and cyclical nature of improvements von Dueker, Michael J., Fischer, Andreas M.

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Indeterminacy, change points and the price puzzle in an estimated DSGE model von Belaygorod, Anatoliy, Dueker, Michael

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Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility von Dueker, Michael J.

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Forecasting macro variables with a Qual VAR business cycle turning point index von Dueker, Michael, Assenmacher-Wesche, Katrin

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Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate von Dueker, Michael

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