Search Results for Markov-switching models

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This paper investigates whether Indonesia's recent currency crisis was due to domestic...

This paper characterizes exchange market pressure as a nonlinear Markov-switching phenomenon, and...

The paper estimates two time-varying parameter models of Chilean inflation: a Phillips curve...

This paper examines several key global market conditions, such as a proxy for market uncertainty...

Previous early-warning systems (EWSs) for currency crises have relied on models that require a...

Since Taylor estimated a trade-off between inflation and output variance, it has been widely...