Search Results for regime-switching models

Sort By
Showing 1-6 of 907

We use the regime-switching econometric models in Hamilton (1989) and Filardo (1994) to study...

The paper presents a framework to integrate liquidity and solvency stress tests. An empirical...

Using the post-WWII data of U.S. federal corporate income tax changes, within a Smooth Transition...

This paper empirically explores how fiscal policy (represented by increases in government...

The theoretical literature generally finds that government spending multipliers are bigger than...

The paper analyzes foreign exchange market volatility in four Central European EU accession...