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

Volltext

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

Volltext

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

Volltext

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.

Volltext

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

Volltext

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

Volltext

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

Volltext

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

Volltext

Using cyclical regimes of output growth to predict jobless recoveries von Dueker, Michael J

Volltext

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

Volltext

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

Volltext

Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models von Belaygorod, Anatoliy, Dueker, Michael J

Volltext

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

Volltext

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

Volltext

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

Volltext

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

Volltext

Do inflation targeters outperform non-targeters? von Dueker, Michael J, Fischer, Andreas M

Volltext

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

Volltext

In memoriam: Michael J. Dueker

Volltext

Fixing Swiss potholes von Dueker, Michael J., Fischer, Andreas M.

Volltext