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The Markov-Switching Vector Autoregressive Model
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  • 2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?126 cited
  • 2011Current account determinants and external sustainability in periods of structural change106 cited
  • 2019Cement production, environmental pollution, and economic growth: evidence from China and USA88 cited
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  • 2017Assessing Potentiality of Support Vector Machine Method in Crude Oil Price Forecasting77 cited
  • 2003Monetary policy rules and regime shifts44 cited
  • 2022Systematic Literature Review With Bibliometric Analysis on Markov Switching Model: Methods and Applications42 cited
  • 2005Leading Indicators: What Have We Learned?36 cited
  • 2011Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand: A Markov Switching VAR Approach33 cited
  • 2009Dynamic Linkages Between the China and International Stock Markets29 cited
  • 2016Identification and real-time forecasting of Norwegian business cycles25 cited
  • 2006Inflation regimes in the US term structure of interest rates20 cited
  • 2022How Population Aging Affects Industrial Structure Upgrading: Evidence from China19 cited

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2014
Inflation Targeting and an Optimal Taylor Rule for an Open Economy: Evidence for Colombia 1990-2011
14 cited
  • 2013Measuring and predicting heterogeneous recessions11 cited
  • 2003The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials11 cited