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Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth.. (1994). McCurdy, Tom ; Durland, Michael J.
In: Journal of Business & Economic Statistics.
RePEc:bes:jnlbes:v:12:y:1994:i:3:p:279-88.

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  5. Markov models for duration-dependent transitions: selecting the states using duration values or duration intervals?. (2022). Guerry, Marie-Anne ; Carette, Philippe.
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  9. Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2021). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo.
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  12. Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model. (2020). van Dijk, Dick ; van Os, Bram.
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  13. Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz.
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  21. Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2018). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo .
    In: Working Papers.
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  22. Cycle Duration in Production with Periodicity – Evidence from Turkey. (2018). Akdi, Ylmaz ; Berument, Hakan ; Varlik, Serdar.
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  23. Business cycle duration dependence and foreign recessions. (2018). Vermeulen, Philip ; de Bondt, Gabe.
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  24. The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee.
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  25. The Econometric Model for the Economic and Financial Analysis of Romanian International Trade. (2016). Mario, ; Anghel, Madalina Gabriela ; Manole, Alexandru ; Anghelache, Constantin.
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  27. Was the recent downturn in US real GDP predictable?. (2015). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  28. The Portuguese business cycle: chronology and duration dependence. (2015). Castro, Vitor.
    In: Empirical Economics.
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  29. Foreign exchange option pricing in the currency cycle with jump risks. (2015). Wu, An-Chi ; Lin, Shih-Kuei.
    In: Review of Quantitative Finance and Accounting.
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  30. Stochastic levels and duration dependence in US unemployment. (2015). Franses, Philip Hans ; de Bruijn, B.
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  31. A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates. (2015). Balcilar, Mehmet ; Asaba, Nwin-Anefo Fru ; Hammoudeh, Shawkat.
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  33. Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate. (2015). Nagayasu, Jun ; MacDonald, Ronald.
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  34. Regime switching model of US crude oil and stock market prices: 1859 to 2013. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energy Economics.
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  35. Do stock returns rebound after bear markets? An empirical analysis from five OECD countries. (2015). Bec, Frédérique ; Zeng, Songlin .
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  36. Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions. (2015). Huang, Jia-Ping ; Sumita, Ushio.
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  37. Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns. (2015). Gunay, Samet.
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  38. Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013. (2014). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  39. The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Uwilingiye, Josine.
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  40. Time-varying expected momentum profits. (2014). Min, Byoung-Kyu ; Roh, Tai-Yong ; Byun, Suk-Joon ; Kim, Dongcheol .
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  41. EVIDÊNCIAS DE BULL E BEAR MARKET NO ÍNDICE BOVESPA: UMA APLICAÇÃO DE MODELOS DE REGIME MARKOVIANO E DURATION DEPENDENCE.. (2014). FERNANDO HENRIQUE DE PAULA E SILVA MENDES, ; MOUR, GUILHERME VALLE .
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  42. Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast. (2013). Theobald, Thomas.
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  43. Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  44. Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate. (2013). Nagayasu, Jun ; MacDonald, Ronald.
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  45. The duration of business cycle expansions and contractions: are there change-points in duration dependence?. (2013). Castro, Vitor.
    In: Empirical Economics.
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  46. Markov switching model (in Russian). (2013). Kuan, Chung-Ming.
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  47. Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate. (2013). Nagayasu, Jun ; MacDonald, Ronald.
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  48. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  49. Equity, credit and the business cycle. (2012). Ielpo, Florian.
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  51. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  52. Was the Recent Downturn in US GDP Predictable?. (2012). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet.
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  53. Is There a Relationship between the Mexican and the US Real Business Cycles during 1930-2010?. (2012). Venegas-Martinez, Francisco ; Lopez-Herrera, Francisco.
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  54. Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis. (2012). Theobald, Thomas.
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  55. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  57. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
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  58. A segmented regime-switching model with its application to stock market indices. (2011). Miao, Baiqi ; Wu, Yuehua ; Xie, Hong ; Guo, Beibei.
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  59. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
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  60. The Portuguese Stock Market Cycle: Chronology and Duration Dependence. (2011). Castro, Vitor.
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  61. The Portuguese Business Cycle: Chronology and Duration Dependence. (2011). Castro, Vitor.
    In: GEMF Working Papers.
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  62. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
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  65. Los ciclos económicos internacionales: antecedentes y revisión de la literatura. (2011). Cendejas Bueno, José Luis ; Álvarez, Inmaculada ; Ayuso, Inmaculada alvarez ; Sonia de Lucas Santos, ; M. Jesus Delgado Rodriguez, ; Jose Luis Cendejas Bueno, .
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  67. Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis. (2011). Casarin, Roberto ; Billio, Monica.
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  70. Modeling Business Cycles In The Romanian Economy Using The Markov Switching Approach. (2010). Caraiani, Petre.
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  72. The duration of economic expansions and recessions: More than duration dependence. (2010). Castro, Vitor.
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  87. Application of Three Alternative Approaches to Identify Business Cycles in Peru. (2007). Rodríguez, Gabriel ; Gabriel, Rodriguez.
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  88. Using Markov-Switching Models to Identify the Link between Unemployment and Criminality. (2007). Rodríguez, Gabriel ; Fallahi, Firouz.
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  91. Deux indicateurs probabilistes de retournement cyclique pour l’économie française.. (2007). Ferrara, Laurent ; Darné, Olivier ; Adanero-Donderis, M. ; Darne, O..
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  97. Do long swings in the business cycle lead to strong persistence in output?. (2006). Jensen, Mark ; Liu, Ming.
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  99. Can the identification puzzle of Taiwans turning points after 1990 be solved?. (2006). Shen, Chung-Hua ; Chen, Shyh-Wei.
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  112. Examining intraday returns with buy/sell information. (2003). Yang, Jian ; Lin, Shinn-Juh .
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  134. Investment and the persistence of price uncertainty. (2001). Caruso, Massimo .
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  136. Nonlinear Features of Realized FX Volatility. (2001). McCurdy, Tom ; Maheu, John.
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  138. Predicting Markov-Switching Vector Autoregressive Processes. (2000). Krolzig, Hans-Martin .
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  139. Fiscal policy, debt management and exchange rate credibility: Lessons from the recent Italian experience. (2000). Amato, Amedeo ; Tronzano, Marco.
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  148. Dissecting the Cycle. (1999). pagan, adrian ; Harding, Don.
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  149. Permanent and Transitory Nature of Recessions. (1999). Murray, Chris ; Kim, Chang-Jin.
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  152. Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching. (1998). Sola, Martin ; Psaradakis, Zacharias.
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  153. Business cycle durations. (1998). Gordon, Stephen ; Filardo, Andrew.
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  154. Caracterización del PIB español a partir de modelos univariantes no lineales. (1998). Espasa, Antoni ; Martinez, Manuel J.
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  155. Change in Regime and Markov Models. (1997). RyghSwensen, Anders.
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  156. Output fluctuations in the United States: what has changed since the early 1980s?. (1997). Perez Quiros, Gabriel ; Perezquiros, Gabriel ; McConnell, Margaret M..
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  157. The FOMC in 1996: watchful waiting. (1997). Fischer, Andreas ; Dueker, Michael.
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  160. A Monte Carlo study of the forecasting performance of empirical SETAR models. (1997). Smith, Jeremy ; Clementrs, Michael P.
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