Discussion paper DP15777 Portfolio rebalancing in times of stress Andreas Fischer Rafael P. Greminger Christian Grisse Sylvia Kaufmann 7 Feb 2021 International Macroeconomics and Finance F30 G11 G15
Discussion paper DP11355 Forecasting Macroeconomic Variables under Model Instability Allan Timmermann Davide Pettenuzzo 26 Jun 2016 Financial Economics C22 C53
Discussion paper DP8480 Regime Changes and Financial Markets Allan Timmermann Andrew Ang 1 Jul 2011 Financial Economics G11 G12
Discussion paper DP5919 Indeterminacy in a Forward Looking Regime Switching Model Roger Farmer Tao Zha 29 Oct 2006 International Macroeconomics C3 E4 E5
Discussion paper DP5793 Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods Carlo A. Favero Stefano Giglio 9 Aug 2006 International Macroeconomics E0 G0
Discussion paper DP5614 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency Patrick Minford David Peel David Meenagh 4 Apr 2006 International Macroeconomics C15 C5 G14
Discussion paper DP4165 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts John Driffill Martin Sola Turalay Kenc Fabio Spagnolo 23 Jan 2004 Financial Economics International Macroeconomics E43 G12
Discussion paper DP3983 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes Lucio Sarno Giorgio Valente Mark E Wohar 23 Jul 2003 International Macroeconomics F31
Discussion paper DP3803 Markov Switching Causality and the Money-Output Relationship Morten Ravn Martin Sola Zacharias Psaradakis 23 Feb 2003 International Macroeconomics C32 E52
Discussion paper DP2248 Moving the Escudo into the Euro Jorge Braga de Macedo Francisco Covas Luís Catela Nunes 29 Oct 1999 International Macroeconomics C22 F31 F33
Discussion paper DP465 Britain's Return to Gold and Entry into the EMS: Expectations, Joining Conditions and Credibility Marcus Miller Alan Sutherland 1 Oct 1990 International Macroeconomics G