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Records found: 11

DP11355	Forecasting Macroeconomic Variables under Model Instability Author(s): Davide Pettenuzzo and Allan Timmermann Published: June 2016
DP8480	Regime Changes and Financial Markets Author(s): Andrew Ang and Allan Timmermann Published: July 2011
DP8149	Aggregate Idiosyncratic Volatility Author(s): Geert Bekaert, Robert J Hodrick and Xiaoyan Zhang Published: December 2010
DP5919	Indeterminacy in a Forward Looking Regime Switching Model Author(s): Roger E A Farmer, Daniel F Waggoner and Tao Zha Published: October 2006
DP5793	Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods Author(s): Carlo A. Favero and Stefano W Giglio Published: August 2006
DP5614	Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency Author(s): David Meenagh, Patrick Minford and David Peel Published: April 2006
DP4165	On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts Author(s): John Driffill, Turalay Kenc, Martin Sola and Fabio Spagnolo Published: January 2004
DP3983	Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes Author(s): Lucio Sarno, Giorgio Valente and Mark E Wohar Published: July 2003
DP3803	Markov Switching Causality and the Money-Output Relationship Author(s): Zacharias Psaradakis, Morten O Ravn and Martin Sola Published: February 2003
DP2248	Moving the Escudo into the Euro Author(s): Jorge Braga de Macedo, Luís Catela Nunes and Francisco Covas Published: October 1999
DP465	Britain's Return to Gold and Entry into the EMS: Expectations, Joining Conditions and Credibility Author(s): Marcus Miller and Alan Sutherland Published: October 1990

Records Found 11