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DP16969 Output Concerns and Precautionary Savings in Emerging Markets' Debt and Reserve Accumulation 智库出版物
2022
作者:  Refet Gürkaynak;  Sang Seok Lee;  Ju Hyun Pyun
收藏  |  浏览/下载：7/0  |  提交时间：2022/09/22
International reserves  External debt  Real interest rate  Emerging markets  Sudden stops  Precautionary savings  Regime-switching small open economy model  Mercantilism  Output externalities  
DP16317 Tracking Weekly State-Level Economic Conditions 智库出版物
2021
作者:  Christiane Baumeister;  Danilo Leiva-León;  Eric Sims
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Local economic conditions  Government policies  Weekly indicators  State economies  Cross-state heterogeneity  Mixed-frequency dynamic factor model  Economic weakness index  Markov-switching  Recession probabilities  
Fluctuaciones Cíclicas y Cambios de Régimen en la Economía Boliviana: Un Análisis Estructural a partir de un Modelo DSGE 智库出版物
2018
作者:  David Zeballos Coria;  Juan Carlos Heredia Gómez;  Paola Yujra Tonconi
Adobe PDF(951Kb)  |  收藏  |  浏览/下载：6/0  |  提交时间：2019/07/01
Economic fluctuations, DSGE Model, Markov Switching, Bayesian Estimation.  
DP13171 Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach 智库出版物
2018
作者:  Cem Çakmaklı;  Sumru G. Altug
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Financial conditions index  Coincident economic index  Dynamic factor model  Markov switching  Business cycle  Bayesian inference  
DP12339 Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 智库出版物
2017
作者:  Massimiliano Marcellino;  Claudia Foroni
收藏  |  浏览/下载：5/0  |  提交时间：2022/09/22
Dynamic panel model  Mixed-frequency  Markov switching  Bayesian inference  Mcmc  
The Regularity and Irregularity of Travel: an Analysis of the Consistency of Travel Times Associated with Subsistence, Maintenance and Discretionary Activities 智库出版物
2016
作者:  Thomas Longden
JPEG(71Kb)  |  收藏  |  浏览/下载：2/0  |  提交时间：2019/06/14
Travel Time Stability  Time Allocation  Discretionary Activities  Switching Model  
DP10817 Exit expectations and debt crises in currency unions 智库出版物
2015
作者:  Gernot Müller;  Alexander Kriwoluzky;  Martin Wolf
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Currency union  Euro crisis  Exit  Fiscal policy  Redenomination premium  Regime-switching model  Sovereign debt crisis  
DP8849 Dynamic Price Competition with Switching Costs 智库出版物
2012
作者:  Natalia Fabra
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Firms' asymmetries  Switching costs  Continuous-time model  Markov-perfect equilibrium  
DP8149 Aggregate Idiosyncratic Volatility 智库出版物
2010
作者:  Robert J Hodrick;  Geert Bekaert;  Xiaoyan Zhang
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Contagion  Diversification  Growth opportunities  Idiosyncratic volatility  Regime switching model  Return correlation  Trend test  Variance premium  Volatility dynamics  
DP4257 Policy Instrument Choice and non-coordinated Monetary Policy in Interdependent Economies 智库出版物
2004
作者:  Alan Sutherland;  Giovanni Lombardo
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Downward wage rigidity  Real effects of inflation  Collective bargaining  Switching regime model  West germany