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 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.

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

Canada, Bank of. 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.

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

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.

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.

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

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.

Nonlinear financial econometrics: Markhov switching models, persistence and nonlinear cointegration. Basingstoke: Palgrave Macmillan, 2011.

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.

Markov-switching vector autoregressions: Modelling, statistical inference, and application to business cycle analysis. Berlin: Springer, 1997.

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.

Die Erwartungstheorie der Zinsstruktur: Variable Zeitprämien, Regimeunsicherheit und Markov-Switching-Modelle : eine empirische Analyse für den deutschen Rentenmarkt. Frankfurt am Main: P. Lang, 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.

Analysis of computer and communication networks. New York: Springer Science+Business Media, 2008.

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.

1935-, Greenberg Edward, and Ferri Piero, eds. Wages, regime switching, and cycles. Berlin: Springer-Verlag, 1992.

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.