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  2. Da̜browski, Marek A. [Author]; Kwiatkowski, Łukasz [Author]; Wróblewska, Justyna [Author]

    Sources of real exchange rate variability in Central and Eastern European countries : evidence from structural Bayesian MSH-VAR models

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    2020

    Published in: Central European journal of economic modelling and econometrics ; 12(2020), 4, Seite 369-412

  3. Zheng, Chao [Author]

    An innovative MS-VAR model with integrated financial knowledge for measuring the impact of stock market bubbles on financial security

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    2022

    Published in: Journal of innovation & knowledge ; 7(2022), 3 vom: Juli/Sept., Artikel-ID 100207, Seite 1-20

  4. Mathlouthi, Fatma [Author]; Bahloul, Slah [Author]

    Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework

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    2022

    Published in: Journal of capital markets studies ; 6(2022), 2, Seite 166-184

  6. Blagov, Boris [Author]

    The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities

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    2015

    Published in: Blagov, Boris: Four essays on Markov-switching DSGE and Markov-switching VAR models ; (2015), Seite 49-72

  8. Kuchta, Michal [Author]

    Scenario generation for IFRS9 purposes using a Bayesian MS-VAR model

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    Prague: Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, 2021

    Published in: Institut Ekonomických Studií: IES working paper ; 2021,10

  10. Zhou, Decai [Author] ; Lu, Xiaoyong [Other]; Lei, Liying [Other]; Fu, Bixuan [Other]

    The Study of Nonlinear Correlation between Shanghai, Hongkong and American Stock Returns — An Empirical Analysis Based on MS-VAR Model and MS-DCC-MVGARCH Model

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    [S.l.]: SSRN, [2014]

  11. Blagov, Boris [Author] ; Funke, Michael [Other]

    The Credibility of Hong Kong's Currency Board System : Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities

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    [S.l.]: SSRN, [2014]

    Published in: BOFIT Discussion Paper ; No. 15/2014

  13. Fonseca, Mateus Ramalho Ribeiro da [Author]; Oreiro, José Luís [Author]; Araújo, Eliane [Author]

    The nonlinearity of Brazilian monetary policy in the inflation-targeting period : an analysis based on an MS-VAR model = Não linearidade da política monetária brasileira no período de metas de inflação

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    2018

    Published in: Análise econômica ; 36(2018), 70 vom: Juni, Seite 63-81