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Regime-switching global vector autoregressive models. (2013). Gross, Marco ; Binder, Michael.
In: Working Paper Series.
RePEc:ecb:ecbwps:20131569.

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Cited: 25

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  1. Symmetric and Asymmetric Dynamics of Output Gap and Inflation Relation for Turkish Economy. (2023). Cil, Almila Burgac ; Bier, Burhan.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2023:y:2023:i:5:id:842:p:520-549.

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  2. Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951.

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  3. The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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  4. Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model. (2018). Semmler, Willi ; Chen, Pu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:318-348.

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  5. Non-linéarité de la courbe de Phillips : un survol de la littérature. (2018). St-Cyr, Renaud.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:18-3.

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  6. Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172081.

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  7. Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area. (2017). Semmler, Willi ; Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172004.

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  8. Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR. (2016). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:16030.

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  9. Outbound Tourism Demand of Turkey: A Markov Switching Vector Autoregressive Approach. (2016). Harun, Uak ; Can, Ozcan Ceyhun.
    In: Czech Journal of Tourism.
    RePEc:vrs:cjotou:v:5:y:2016:i:2:p:59-72:n:1.

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  10. A joint analysis of market indexes in credit default swap, volatility and stock markets. (2016). DA FONSECA, José ; Wang, Peiming.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:19:p:1767-1784.

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  11. Assessing the costs and benefits of capital-based macroprudential policy. (2016). Peltonen, Tuomas ; Gross, Marco ; Behn, Markus.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201617.

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  12. Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro. (2016). Kar, Muhsin ; Kayhan, Selim ; Bayat, Tayfur.
    In: IJFS.
    RePEc:gam:jijfss:v:4:y:2016:i:3:p:14-:d:73200.

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  13. Assessing the costs and benefits of capital-based macroprudential policy. (2016). Peltonen, Tuomas ; Gross, Marco ; Behn, Markus.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161935.

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  14. The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model. (2016). Żochowski, Dawid ; Kok, Christoffer ; Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161888.

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  15. Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2016). Gross, Marco ; Poblacion, Francisco Javier .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161881.

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  16. Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders. (2015). Kaizoji, Taisei ; Saichev, Alexander ; Leiss, Matthias ; Sornette, Didier.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:112:y:2015:i:c:p:289-310.

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  17. Global prediction of recessions. (2015). Huber, Florian ; Dovern, Jonas.
    In: Economics Letters.
    RePEc:eee:ecolet:v:133:y:2015:i:c:p:81-84.

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  18. Global Prediction of Recessions. (2015). Huber, Florian ; Dovern, Jonas.
    In: Working Papers.
    RePEc:awi:wpaper:0585.

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  19. Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:180.

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  20. International transmission and business-cycle effects of financial stress. (2014). van Roye, Björn ; Dovern, Jonas.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:1-17.

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  21. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4807.

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  22. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1408.

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  23. The transmission effects of the subprime crisis to emerging markets: A global VAR analysis. (2014). Majoul, Amira ; Daboussi, Olfa Manai .
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2014:p:427-438.

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  24. A global VAR model for the analysis of wheat export prices. (2014). Piras, Francesco ; Gutierrez, Luciano .
    In: 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia.
    RePEc:ags:eaae14:182723.

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  25. Estimating GVAR weight matrices. (2013). Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131523.

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  47. How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?. (2003). Timmermann, Allan ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
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  48. Specification Testing and Semiparametric Estimation of Regime Switching Models: An Examination of the US Short Term Interest Rate. (2002). Campbell, Sean D..
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  49. A Survey on Interest Rate Forecasting. (1999). Zimmermann, Christian ; Paquet, Alain ; Fauvel, Yvon.
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  50. Beta Regimes for the Yield Curve. (). De Giorgi, Enrico ; Audrino, Francesco.
    In: IEW - Working Papers.
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