Books on the topic 'Markov Switching'

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

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

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

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

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

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

Chauvet, Marcelle. Markov switching in disaggregate unemployment rates. [New York, N.Y.]: Federal Reserve Bank of New York, 2001.

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

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

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

Engel, Charles. Can the Markov switching model forecast exchange rates? Cambridge, MA: National Bureau of Economic Research, 1992.

Rubio-Ramírez, Juan Francisco. Markov-Switching structural vector autoregressions: Theory and application. [Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2005.

Owyang, Michael T. The economic performance of cities: A Markov-switching approach. St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2006.

Dueker, Michael. Can markov switching models predict excess foreign exchange returns? [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2001.

Gregoriou, Greg N., and Razvan Pascalau, eds. Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295216.

Sims, Christopher A. Methods for inference in large multiple-equation Markov-switching models. Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2006.

Celso, Brunetti, and Board of Governors of the Federal Reserve System (U.S.), eds. Markov switching GARCH models of currency turmoil in Southeast Asia. Washington, D.C: Federal Reserve Board, 2007.

Clements, Michael P. Business cycles asymmetries: Characterisation and testing based on Markov-switching autoregressions. Coventry: University of Warwick, Department of Economics, 1998.

Kontolemis, Zenon G. Analysis of the U.S. business cycle with a vector-Markov-switching model. [Washington, D.C.]: International Monetary Fund, European I Department, 1999.

Yoshioka, Shinji. Is Indonesia a high inflation country?: A Markov regime switching model approach. Jakarta, Indonesia: National Development Planning Agency, 2003.

Farmer, Roger E. A. Indeterminacy in a forward looking regime switching model. Cambridge, Mass: National Bureau of Economic Research, 2006.

Farmer, Roger E. A. Indeterminacy in a forward-looking regime-switching model. Atlanta, Ga.]: Federal Reserve Bank of Atlanta, 2006.

Guidolin, Massimo. Who tames the celtic tiger?: Portfolio implications from a multivariate Markov switching model. St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2006.

Dueker, Michael. Multivariate Markov switching with weighted regime determination: Giving France more weight than Finland. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2008.

Clements, Michael P. A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. Coventry: University of Warwick Department of Economics, 1997.

Abel, Andrew B. Exact solutions for expected rates of return under Markov regime switching: Implications for the equity premium puzzle. Cambridge, MA: National Bureau of Economic Research, 1992.

Francis, Neville. Monetary policy in a Markov-switching VECM: Implications for the cost of disinflation and the price puzzle. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.

French, Mark W. A nonlinear look at trend mfp grwoth and the business cycle: Result from a hybrid kalman/markov switching model. Washington, D.C: Federal Reserve Board, 2005.

Chang-Jin, Kim. Unobserved-component time-series models with Markov-switching heteroskedasticity: Changes in regime and the link between inflation rates and inflation uncertainty. Toronto: York University, 1992.

Gong, Fangxiong. Testing under non-standard conditions in frequency domain: With applications to Markov regime switching models of exchange rates and the federal funds rate. [New York, N.Y.]: Federal Reserve Bank of New York, 1997.

Gong, Fangxiong. Testing under non-standard conditions in frequency domain: With applications to Markov regime switching models of exchange rates and the federal funds rate. New York, N.Y: Federal Reserve Bank of New York, 1997.

United States. National Aeronautics and Space Administration., ed. MMPP Traffic Generator for the testing of the SCAR 2 Fast Packet Switch. [Washington, DC: National Aeronautics and Space Administration, 1995.

R, Nelson Charles, ed. State-space models with regime switching: Classical and Gibbs-sampling approaches with applications. Cambridge, Mass: MIT Press, 1999.

Communications/Information Systems Planning and Critical Path Planning Service., ed. Network switching. Boston, MA (89 Broad St., Boston 02110): Yankee Group, 1986.

inc, International Resource Development, ed. Store & forward voice switching. Norwalk, Conn., U.S.A. (6 Prowitt St., Norwalk 06855): IRD, 1985.

Rickwood, Sarah. European pharmaceuticals: Switching to OTC status. London: Financial Times Business Information, 1994.

inc, International Resource Development, ed. Packet switching services & equipment. Norwalk, Conn., U.S.A. (6 Prowitt St., Norwalk 06855): International Resource Development, 1985.

inc, International Resource Development, ed. Computers & switching equipment for value-added carriers, worldwide. New Canaan, Conn., U.S.A. (P.O. Box 1716, New Canaan 06840): International Resource Development, 1991.

Rush, Thomas. Telephone bypass. Norwalk, Conn: Business Communications Co., 1989.

Frost & Sullivan., ed. European Rx to OTC switching markets: Achievements, challenges, and the future. Mountain View, CA: Frost & Sullivan, 1994.

United States. International Trade Administration. Office of Telecommunications., ed. A Competitive assessment of the U.S. digital central office switch industry. Washington, D.C: Dept. of Commerce, International Trade Administration, 1986.

inc, International Resource Development, ed. X.25 interface hardware markets. Norwalk, Conn., U.S.A (6 Prowitt St., Norwalk 06855): International Resource Development, 1985.

inc, International Resource Development, ed. Secure LANs & red switches. New Canaan, Conn., U.S.A. (21 Locust Ave., Suite 1C, New Canaan 06840): International Resource Development, 1988.

Brauer, Samuel. Markets and technologies for switchable ferroelectric, electrochromic, and optical materials. Norwalk, CT: Business Communications Co., 2002.

Chiappa, Silvia. Explicit-Duration Markov Switching Models. Now Publishers, 2014.

Frühwirth-Schnatter, Sylvia. Finite Mixture and Markov Switching Models. Springer New York, 2010.

Finite Mixture and Markov Switching Models. Springer New York, 2006. http://dx.doi.org/10.1007/978-0-387-35768-3.

Finite Mixture and Markov Switching Models. Springer, 2006.

Finite Mixture and Markov Switching Models. Springer London, Limited, 2006.

Bao, Yun, Carl Chiarella, and Boda Kang. Particle Filters for Markov-Switching Stochastic Volatility Models. Edited by Shu-Heng Chen, Mak Kaboudan, and Ye-Rong Du. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199844371.013.9.