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Econometrics: Models of Regime Changes · Study

WorkEconometrics: Models of Regime Changes

Jeremy Max Piger2013

Work2013

Econometrics: Models of Regime Changes

Jeremy Max Piger

24 citations·0/0 files stored·Encyclopedia of Complexity and Systems Science

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Monetary Policy and Economic Impact Control Systems and Identification Ecosystem dynamics and resilience

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 2002Forecasting Using Principal Components From a Large Number of Predictors 2002Macroeconomic Forecasting Using Diffusion Indexes n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1994Autoregressive conditional heteroskedasticity and changes in regime 1989New Indexes of Coincident and Leading Economic Indicators 2000The Generalized Dynamic-Factor Model: Identification and Estimation 2006Were There Regime Switches in U.S. Monetary Policy?

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2011HARA frontiers of optimal portfolios in stochastic markets

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2009Econometrics: Models of Regime Changesother · 60 shared references 2016Macroeconomic Regimes and Regime Shiftschapter · 22 shared references 2006Chapter 16 Leading Indicatorschapter · 21 shared references 2016Macroeconomic Regimes and Regime Shiftsreport · 19 shared references 2002Permanent and transitory components of recessionsarticle · 17 shared references 2011Regime Changes and Financial Marketspreprint · 16 shared references

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Year2013

Typeother

Published2013-01-01

VenueEncyclopedia of Complexity and Systems Science

Languageen

Citations24

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/978-3-642-27737-5_165-3

openalex_workW1935568252

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