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Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: The Quarterly Review of Economics and Finance.
RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412.

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  2. The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony.
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  3. Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms. (2021). Chevallier, Julien ; Zhang, Lyuyuan ; Zhu, Bangzhu.
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  4. The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony.
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  5. Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are.
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  6. Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro.
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  7. Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel.
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  8. Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro.
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  9. Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku.
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  10. A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets. (2018). Casarin, Roberto ; Tronzano, Marco ; Sartore, Domenico.
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  11. Model averaging in Markov-switching models: Predicting national recessions with regional data. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre .
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  13. Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are.
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  14. Model averaging in markov-switching models: predicting national recessions with regional data. (2017). Leiva-Leon, Danilo ; Guérin, Pierre.
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  15. Forecasting euro area recessions in real-time. (2016). Pirschel, Inske.
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  17. Identification and real-time forecasting of Norwegian business cycles. (2016). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie.
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  20. Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2015). Leiva-Leon, Danilo ; Guérin, Pierre.
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  22. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  23. Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  24. Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2014). Leiva-Leon, Danilo ; Guérin, Pierre.
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  27. Forecast combination for U.S. recessions with real-time data. (2014). Vasnev, Andrey ; Pauwels, Laurent.
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  28. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  29. Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie.
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  30. Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference. (2013). Casarin, Roberto ; Bassetti, Federico ; Leisen, Fabrizio.
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  31. Bayesian Markov Switching Stochastic Correlation Models. (2013). Sartore, Domenico ; Casarin, Roberto ; Tronzano, Marco.
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  32. Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2013). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  33. Moving towards probability forecasting. (2013). Wakerly, Elizabeth C ; Vahey, Shaun P.
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  34. Forecast combination for U.S. recessions with real-time data. (2012). Vasnev, Andrey ; Pauwels, Laurent L..
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  29. LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES. (2003). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele.
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  31. A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS. (2002). Otranto, Edoardo ; Gallo, Giampiero.
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  34. Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles. (2002). Summers, Peter ; Smith, Penelope.
    In: Melbourne Institute Working Paper Series.
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  35. Identifying business cycle turning points in real time. (2002). Piger, Jeremy ; Chauvet, Marcelle.
    In: FRB Atlanta Working Paper.
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  36. A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero.
    In: Econometrics Working Papers Archive.
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