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You are looking at 1-10 of 24 items for: regime switching

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Mackiewicz-Łyziak, Joanna

Are Central Banks in CEE Countries Concerned about the Burden of Public Debt?

Product Type: Journals/Yearbooks
Ferenstein, Elżbieta / Pasternak-Winiarski, Adam

On optimal stopping of risk processes with regime switching

Product Type: Journals/Yearbooks
Gajek, Lesław / Rudź, Marcin

Deficit distributions at ruin in a regime-switching Sparre Andersen model

Product Type: Journals/Yearbooks
Yoo, Byoung Hark / Ko, Bangwon / Kwon, Hyuk-Sung

On the Bayesian Risk Evaluation of Minimum Guarantees in Variable Annuities

Product Type: Journals/Yearbooks
Carter, Andrew V. / Steigerwald, Douglas G.

Markov Regime-Switching Tests: Asymptotic Critical Values

Product Type: Journals/Yearbooks
Hillebrand, Eric / Medeiros, Marcelo C. / Xu, Junyue

Asymptotic Theory for Regressions with Smoothly Changing Parameters

Product Type: Journals/Yearbooks
Salomon, Marcelo F.

The Inflationary Consequences of Fiscal Policy In Brazil: An Empirical Investigation with Regime Switches and Time-Varying Probabilities

Product Type: Journals/Yearbooks
van Norden, Simon / Vigfusson, Robert

Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?

Product Type: Journals/Yearbooks
Elliott, Robert J. / Siu, Tak Kuen / Lau, John W.

A hidden Markov regime-switching smooth transition model

Product Type: Journals/Yearbooks
Bäurle, Gregor / Kaufmann, Daniel / Kaufmann, Sylvia / Strachan, Rodney

Constrained interest rates and changing dynamics at the zero lower bound

Product Type: Journals/Yearbooks

You are looking at 1-10 of 24 items for: regime switching

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