Pages that link to "Item:Q494371"
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The following pages link to \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation? (Q494371):
Displaying 12 items.
- Nonlinearities, smoothing and countercyclical monetary policy (Q1624114) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method (Q2008134) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- Transition and limiting distributions when covariates are available (Q2324691) (← links)
- Constrained interest rates and changing dynamics at the zero lower bound (Q2697075) (← links)
- Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
- Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve (Q5392714) (← links)
- A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model (Q6106630) (← links)
- Bayesian Nonparametric Panel Markov-Switching GARCH Models (Q6150355) (← links)
- Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework (Q6645232) (← links)
- Modeling corporate CDS spreads using Markov switching regressions (Q6645238) (← links)
