Log in

Relevant bibliographies by topics / Markov Switching

Contents

Journal articles
Dissertations / Theses
Books
Book chapters
Conference papers
Reports

Academic literature on the topic 'Markov Switching'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Markov Switching.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Markov Switching"

1

Liu, Ji-Chun. "INTEGRATED MARKOV-SWITCHING GARCH PROCESS." Econometric Theory 25, no. 5 (2009): 1277–88. http://dx.doi.org/10.1017/s0266466608090506.

Full text

Abstract:

This paper investigates stationarity of the so-called integrated Markov-switching generalized autoregressive conditionally heteroskedastic (GARCH) process, which is an important subclass of the Markov-switching GARCH process introduced by Francq, Roussignol, and Zakoïan (2001, Journal of Time Series Analysis 22,197–220) and a Markov-switching version of the integrated GARCH (IGARCH) process. We show that, like the classical IGARCH process, a stationary solution with infinite variance for the integrated Markov-switching GARCH process may exist. To this purpose, an alternative condition for the

APA, Harvard, Vancouver, ISO, and other styles

2

Guérin, Pierre, and Massimiliano Marcellino. "Markov-Switching MIDAS Models." Journal of Business & Economic Statistics 31, no. 1 (2013): 45–56. http://dx.doi.org/10.1080/07350015.2012.727721.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Huang, Yu-Lieh. "Testing Markov switching models." Applied Economics 46, no. 17 (2014): 2047–51. http://dx.doi.org/10.1080/00036846.2014.892201.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Liu, Xiaochun. "Markov switching quantile autoregression." Statistica Neerlandica 70, no. 4 (2016): 356–95. http://dx.doi.org/10.1111/stan.12091.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Hou, Zhenting, Hailing Dong, and Peng Shi. "Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching." ANZIAM Journal 49, no. 2 (2007): 231–41. http://dx.doi.org/10.1017/s1446181100012803.

Full text

Abstract:

abstractIn this paper, finite phase semi-Markov processes are introduced. By introducing variables and a simple transformation, every finite phase semi-Markov process can be transformed to a finite Markov chain which is called its associated Markov chain. A consequence of this is that every phase semi-Markovian switching system may be equivalently expressed as its associated Markovian switching system. Existing results for Markovian switching systems may then be applied to analyze phase semi-Markovian switching systems. In the following, we obtain asymptotic stability for the distribution of n

APA, Harvard, Vancouver, ISO, and other styles

6

ELLIOTT, ROBERT J., TAK KUEN SIU, and LEUNGLUNG CHAN. "OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING." International Journal of Theoretical and Applied Finance 09, no. 06 (2006): 825–41. http://dx.doi.org/10.1142/s0219024906003846.

Full text

Abstract:

In this paper we develop a method for pricing derivatives under a Markov switching version of the Heston-Nandi GARCH (1, 1) model by using a well known tool from actuarial science, namely the Esscher transform. We suppose that the dynamics of the GARCH process switch over time according to one of the regimes described by the states of an observable Markov chain process. By augmenting the conditional Esscher transform with the observable Markov switching process, a Markov switching conditional Esscher transform (MSCET) is developed to identify a martingale measure for option valuation in the in

APA, Harvard, Vancouver, ISO, and other styles

7

Sun, Zhongyang, Isabelle Kemajou-Brown, and Olivier Menoukeu-Pamen. "A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications." ESAIM: Control, Optimisation and Calculus of Variations 24, no. 3 (2018): 985–1013. http://dx.doi.org/10.1051/cocv/2017039.

Full text

Abstract:

In this paper, we derive a general stochastic maximum principle for a risk-sensitive type optimal control problem of Markov regime-switching jump-diffusion model. The results are obtained via a logarithmic transformation and the relationship between adjoint variables and the value function. We apply the results to study both a linear-quadratic optimal control problem and a risk-sensitive benchmarked asset management problem for Markov regime-switching models. In the latter case, the optimal control is of feedback form and is given in terms of solutions to a Markov regime-switching Riccatti equ

APA, Harvard, Vancouver, ISO, and other styles

8

Nunian, Mohd Azizi Amin, Siti Meriam Zahari, and S. Sarifah Radiah Shariff. "Modelling foreign exchange rates: a comparison between markov-switching and markov-switching GARCH." Indonesian Journal of Electrical Engineering and Computer Science 20, no. 2 (2020): 917. http://dx.doi.org/10.11591/ijeecs.v20.i2.pp917-923.

Full text

Abstract:

Foreign exchange rate is important as it determines a country's economic condition. It is used to carry out transfers of purchasing power between two or more countries. Volatility in exchange rates may result in difficulty in decision making especially, in financial sectors as high volatility could increase the risk in exchange rates. Thus, Markov switching model is employed in this study as it is believed to be efficient in handling not only volatilility but also nonlinearity characteristics in exchange rates. The aims of this study are to model the foreign exchange rates using two models; Ma

APA, Harvard, Vancouver, ISO, and other styles

9

Fuh, Cheng-Der, Kwok Wah Remus Ho, Inchi Hu, and Ren-Her Wang. "Option Pricing with Markov Switching." Journal of Data Science 10, no. 3 (2021): 483–509. http://dx.doi.org/10.6339/jds.201207_10(3).0008.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Petričková, Anna. "Moments of Markov-Switching Models." Tatra Mountains Mathematical Publications 61, no. 1 (2014): 131–40. http://dx.doi.org/10.2478/tmmp-2014-0032.

Full text

Abstract:

Abstract In this paper we have focused on the class of regime-switching time series models with regimes determined by unobservable variables, concretely Markov-switching models. We have derived 2nd central moment of the MSW models for two cases-state-independent and state-dependent model

APA, Harvard, Vancouver, ISO, and other styles

More sources

Dissertations / Theses on the topic "Markov Switching"

1

Blagov, Boris [Verfasser], and Michael [Akademischer Betreuer] Funke. "Four Essays on Markov-Switching DSGE and Markov-Switching VAR Models / Boris Blagov. Betreuer: Michael Funke." Hamburg : Staats- und Universitätsbibliothek Hamburg, 2016. http://d-nb.info/1103233408/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Mazali, Rogério. "Improving mutual fund market timing measures: a markov switching approach." reponame:Repositório Institucional do FGV, 2001. http://hdl.handle.net/10438/55.

Full text

Abstract:

Made available in DSpace on 2008-05-13T13:16:08Z (GMT). No. of bitstreams: 1 1429.pdf: 435505 bytes, checksum: 014d927923de455f14c28a151a16c5e1 (MD5) Previous issue date: 2001-07-31<br>Market timing performance of mutual funds is usually evaluated with linear models with dummy variables which allow for the beta coefficient of CAPM to vary across two regimes: bullish and bearish market excess returns. Managers, however, use their predictions of the state of nature to deÞne whether to carry low or high beta portfolios instead of the observed ones. Our approach here is to take this into accou

APA, Harvard, Vancouver, ISO, and other styles

3

Koh, You Beng, and 辜有明. "Bayesian analysis in Markov regime-switching models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48521644.

Full text

Abstract:

van Norden and Schaller (1996) develop a standard regime-switching model to study stock market crashes. In their seminal paper, they use the maximum likelihood estimation to estimate the model parameters and show that a two-regime speculative bubble model has significant explanatory power for stock market returns in some observed periods. However, it is well known that the maximum likelihood estimation can lead to bias if the model contains multiple local maximum points or the estimation starts with poor initial values. Therefore, a better approach to estimate the parameters in the regime-swi

APA, Harvard, Vancouver, ISO, and other styles

4

Santos, João Ramiro Rodrigues Simões dos. "Credit cycle identification: A Markov-switching application." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11723.

Full text

Abstract:

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>This project aims to study credit dynamics and to identify phases of credit cycles at the country level. We applied a Markov-switching (MS) autoregressive framework and a MS with regime-invariant macroeconomic variables to a broad concept of credit, domestic credit. We used a sample of 10 developed countries. MS identification power is assessed using smooth probabilities of low growth states, collected as a by-product of models estimation, again

APA, Harvard, Vancouver, ISO, and other styles

5

Karadag, Mehmet Ali. "Analysis Of Turkish Stock Market With Markov Regime Switching Volatility Models." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/3/12609787/index.pdf.

Full text

Abstract:

In this study, both uni-regime GARCH and Markov Regime Switching GARCH (SW-GARCH) models are examined to analyze Turkish Stock Market volatility. We investigate various models to find out whether SW-GARCH models are an improvement on the uni-regime GARCH models in terms of modelling and forecasting Turkish Stock Market volatility. As well as using seven statistical loss functions, we apply Superior Predictive Ability (SPA) test of Hansen (2005) and Reality Check test (RC) of White (2000) to compare forecast performance of various models.

APA, Harvard, Vancouver, ISO, and other styles

6

Hrabovska, Yevheniia <1994&gt. "A Markov-Switching Model for Bubble Detection in the Stock Market." Master's Degree Thesis, Università Ca' Foscari Venezia, 2017. http://hdl.handle.net/10579/10797.

Full text

Abstract:

In this study I propose a model for the behaviour of the real stock market prices which allows for the existence of speculative bubbles. The bubble is assumed to follow a Markov-switching process with explosive and collapsing regimes. Inference on the model is performed by using observations on the deviations of the log prices from fundamentals. The fundamental prices are assumed to be a function of the discounted future dividends. Data used for estimation includes major stock market indices: SP 500, NASDAQ, Euro Stoxx 50 and major US companies.

APA, Harvard, Vancouver, ISO, and other styles

7

Humala, Acuña Alberto. "Markov switching modelling of interest rate pass-through." Thesis, University of Warwick, 2005. http://wrap.warwick.ac.uk/34676/.

Full text

Abstract:

The first paper, "Interest rate pass-through and financial crises: do switching regimes matter? The case of Argentina", analyses the dynamic relationship between a money market (interbank) rate and different short-term lending rates by measuring their passthrough. Neither linear single-equation modelling nor linear multi-equation systems capture efficiently this relationship. Several financial crises alter the speed and degree of response to interbank rate shocks. Hence, a Markov switching VAR model shows the pass-through increases considerably for all market interest rates in a high-volatilit

APA, Harvard, Vancouver, ISO, and other styles

8

Cheng, Jie. "An Extended Class of Markov Switching Autoregressive Models." Thesis, University of Manchester, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.508540.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Dutra, Livia Maria. "Exact Bayesian inference for Markov switching Cox processes." Universidade Federal de Minas Gerais, 2015. http://hdl.handle.net/1843/BUBD-9WGFNQ.

Full text

Abstract:

Statistical modelling of point patterns is an important and common problem in several applications. An important point process, and a generalisation of the Poisson process, is the Cox process, where the intensity function is itself stochastic. We focus on Cox processes in which the intensity function is driven by a nite state space continuous-time Markov chain. We refer to these as Markov switching Cox processes (MSCP). We investigate some probabilistic properties of these processes, three new theorems for these processes are derived and we develop a Bayesian methodology to perform exact infer

APA, Harvard, Vancouver, ISO, and other styles

10

Fan, Qianzhu. "Stochastic heat equations with Markovian switching." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/stochastic-heat-equations-with-markovian-switching(8958d026-671e-4c63-a639-b4a7b120a968).html.

Full text

Abstract:

This thesis consists of three parts. In the first part, we recall some background theory that will be used throughout the thesis. In the second part, we studied the existence and uniqueness of solutions of the stochastic heat equations with Markovian switching. In the third part, we investigate the properties of solutions, such as Feller property, strong Feller property and stability.

APA, Harvard, Vancouver, ISO, and other styles

More sources

Books on the topic "Markov Switching"

1

Krolzig, Hans-Martin. Markov-Switching Vector Autoregressions. Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-51684-9.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Hamilton, James D., and Baldev Raj, eds. Advances in Markov-Switching Models. Physica-Verlag HD, 2002. http://dx.doi.org/10.1007/978-3-642-51182-0.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Timmermann, Allan. Moments of Markov switching models. London School of Economics, Financial Markets Group, 1999.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

Gable, Jeff. Analytical derivatives of Markov switching models. Bank of Canada, 1995.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

Gable, Jeff. Analytical derivatives for Markov switching models. Publications Distribution, Bank of Canada, 1995.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

Chang-Jin, Kim. Dynamic linear models with Markov-switching. York University, Dept. of Economics, 1991.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

Chauvet, Marcelle. Markov switching in disaggregate unemployment rates. Federal Reserve Bank of New York, 2001.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Canada, Bank of. Switching between chartists and fundamentalists: A Markov Regime-Switching approach. Bank of Canada, 1996.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

Vigfusson, Robert. Switching between chartists and fundamentalists: A Markov regime-switching approach. Bank of Canada, 1996.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

Chang-Jin, Kim. Estimation of Markov regime-switching regression models with endogenous switching. Federal Reserve Bank of St. Louis, 2003.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

More sources

Book chapters on the topic "Markov Switching"

1

Mizrach, Bruce, and James Watkins. "A Markov Switching Cookbook." In Dynamic Modeling and Econometrics in Economics and Finance. Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-5129-4_2.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Casarin, Roberto, Radu Craiu, and Qing Wang. "Markov Switching Tensor Regressions." In Contributions to Statistics. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-92383-8_14.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Cocozza-Thivent, Christiane. "Switching Processes." In Markov Renewal and Piecewise Deterministic Processes. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-70447-6_10.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Yushkevich, A. A. "Optimal Switching Problem for Markov Chains." In Markov Processes and Controlled Markov Chains. Springer US, 2002. http://dx.doi.org/10.1007/978-1-4613-0265-0_15.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Chauvet, Marcelle, and Yanpin Su. "Nonstationarities and Markov Switching Models." In Recent Advances in Estimating Nonlinear Models. Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-8060-0_7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Fabbrini, Viola, Massimo Guidolin, and Manuela Pedio. "Results from Markov Switching Models." In Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1007/978-1-137-56139-8_5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Chauvet, Marcelle, Chinhui Juhn, and Simon Potter. "Markov switching in disaggregate unemployment rates." In Advances in Markov-Switching Models. Physica-Verlag HD, 2002. http://dx.doi.org/10.1007/978-3-642-51182-0_4.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Yamaka, Woraphon, Paravee Maneejuk, and Songsak Sriboonchitta. "Markov Switching Beta-skewed-t EGARCH." In Lecture Notes in Computer Science. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-14815-7_16.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Krolzig, Hans-Martin. "The Markov-Switching Vector Autoregressive Model." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-642-51684-9_2.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Lu, Hsin-Min, Daniel Zeng, and Hsinchun Chen. "Markov Switching Models for Outbreak Detection." In Infectious Disease Informatics and Biosurveillance. Springer US, 2010. http://dx.doi.org/10.1007/978-1-4419-6892-0_6.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Markov Switching"

1

You, Kok Yeow, Man Seng Sim, Kim Yee Lee, Ee Meng Cheng, Cheng Seong Khe, and Fahmiruddin Bin Esa. "Simple MATLAB-Based App for Markov-Switching Land Mobile Satellite Channel." In 2024 IEEE International Conference on Advanced Telecommunication and Networking Technologies (ATNT). IEEE, 2024. http://dx.doi.org/10.1109/atnt61688.2024.10719054.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Hu, Meng-Jie, Ju H. Park, and Jun Cheng. "Fault Detection Filtering for Unmanned Surface Vehicles with Markov Switching and Random Packet Losses." In 2024 IEEE International Conference on Systems, Man, and Cybernetics (SMC). IEEE, 2024. https://doi.org/10.1109/smc54092.2024.10830946.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Wang, Bing. "The Design of Master-Slave Control System Structure and Switching Method Based on Markov Process." In 2024 International Conference on Sensing, Measurement & Data Analytics in the era of Artificial Intelligence (ICSMD). IEEE, 2024. https://doi.org/10.1109/icsmd64214.2024.10920526.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Tang, Xiaobin. "Research on Markov-Switching model." In 2011 International Conference on Multimedia Technology (ICMT). IEEE, 2011. http://dx.doi.org/10.1109/icmt.2011.6002578.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Cuesta-Infante, Alfredo, and Kalyan Veeramachaneni. "Markov Switching Copula Models for Longitudinal Data." In 2016 IEEE 16th International Conference on Data Mining Workshops (ICDMW). IEEE, 2016. http://dx.doi.org/10.1109/icdmw.2016.0159.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Shih, Yi-Chun, Wen-Tsung Huang, and Pao-Peng Hsu. "Bitcoin Cycle through Markov Regime-Switching Model." In IEEE ICEIB 2024. MDPI, 2024. http://dx.doi.org/10.3390/engproc2024074012.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Vardanyan, Yelena, and Mohammad Reza Hesamzadeh. "Modeling regime switching in day-ahead market prices using Markov model." In 2016 IEEE PES Innovative Smart Grid Technologies Conference Europe (ISGT-Europe). IEEE, 2016. http://dx.doi.org/10.1109/isgteurope.2016.7856316.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Zaky, Ahmed Bayoumy, and Walid Gomaa. "Car following regime taxonomy based on Markov switching." In 2014 IEEE 17th International Conference on Intelligent Transportation Systems (ITSC). IEEE, 2014. http://dx.doi.org/10.1109/itsc.2014.6957871.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Lemos, J. M., L. M. Rato, and J. S. Marques. "Switching reconfigurable control based on hidden Markov models." In 1999 European Control Conference (ECC). IEEE, 1999. http://dx.doi.org/10.23919/ecc.1999.7099375.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Wai, Phoong Seuk, Mohd Tahir Ismail, and Sek Siok Kun. "Gold price effect on stock market: A Markov switching vector error correction approach." In PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES. AIP Publishing LLC, 2014. http://dx.doi.org/10.1063/1.4882604.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Markov Switching"

1

Kim, Chang-Jin, Jeremy M. Piger, and Richard Startz. Estimation of Markov Regime-Switching Regression Models with Endogenous Switching. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.015.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Farmer, Roger E. A., Tao Zha, and Daniel Waggoner. Understanding Markov-Switching Rational Expectations Models. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w14710.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Nelson, Charles R., Jeremy M. Piger, and Eric Zivot. Markov Regime Switching and Unit Root Tests. Federal Reserve Bank of St. Louis, 2001. http://dx.doi.org/10.20955/wp.2001.013.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Foerster, Andrew, Juan Rubio-Ramírez, Daniel Waggoner, and Tao Zha. Perturbation Methods for Markov-Switching DSGE Models. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w20390.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Engel, Charles. Can the Markov Switching Model Forecast Exchange Rates? National Bureau of Economic Research, 1992. http://dx.doi.org/10.3386/w4210.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Lubis, Iman. PENDEKATAN MODEL MARKOV SWITCHING PADA PASAR MODAL INDONESIA. Jurnal Madani: Ilmu Pengetahuan, Teknologi, dan Humaniora, 2018. http://dx.doi.org/10.33753/madani.v1i2.22.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Dueker, Michael J. Markov Switching in GARCH Processes and Mean Reverting Stock Market Volatility. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.015.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Neely, Christopher J., and Michael J. Dueker. Can Markov Switching Models Predict Excess Foreign Exchange Returns? Federal Reserve Bank of St. Louis, 2001. http://dx.doi.org/10.20955/wp.2001.021.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Owyang, Michael T., Christopher H. Wheeler, Jeremy M. Piger, and Howard J. Wall. The Economic Performance of Cities: A Markov-Switching Approach. Federal Reserve Bank of St. Louis, 2006. http://dx.doi.org/10.20955/wp.2006.056.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Misas A., Martha, and María Teresa Ramírez-Giraldo. Colombian economic growth under Markov switching regimes with endogenous transition probabilities. Banco de la República, 2006. http://dx.doi.org/10.32468/be.425.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!