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May 25, 2013

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Subject/Keyword: regime switching

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1. Title: Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?   Author/Editor: Choi, Woon Gyu ; Devereux, Michael B.   Series: Working Paper No. 05/7   Published: January 01, 2005   Subject(s): Fiscal policy | United States | Government expenditures | Real interest rates | Economic models   Author's Keyword(s): fiscal policy | government spending | Ricardian equivalence | real interest rates | regime switching | threshold vector autoregression   2. Title: Country and Industry Dynamics in Stock Returns   Author/Editor: Catão, Luis ; Timmermann, Allan   Series: Working Paper No. 03/52   Published: March 01, 2003   Subject(s): Stock markets | International capital markets | Economic models   Author's Keyword(s): Diversification | Risk | Volatility States | Regime Switching | International Financial markets   3. Title: Early Warning Systems: A Survey and a Regime-Switching Approach   Author/Editor: Abiad, Abdul   Series: Working Paper No. 03/32   Published: February 01, 2003   Subject(s): Financial crisis | Currencies | Economic models   Author's Keyword(s): Currency crisis | early warning system | regime switching | Markov switching

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