无节奏
发表于 2025-3-26 22:41:34
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提名的名单
发表于 2025-3-27 02:42:40
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PHIL
发表于 2025-3-27 08:49:29
Einflüsse durch den Organisationstyppopularized by Hamilton (1989), using the tests devised by Clements and Krolzig (2000). We find evidence against the conventional wisdom that recessions are more violent than expansions: while some part of the downturn in economic activity that characterises recessionary periods can be attributed to
BILIO
发表于 2025-3-27 12:34:54
Coaching als Managementberatungthe common dynamics amongst unemployment rates disaggregated for 7 age groups. The framework allows analysis of the contribution of demographic factors to secular changes in unemployment rates. In addition, it allows examination of the separate contribution of changes due to asymmetric business cycl
saturated-fat
发表于 2025-3-27 17:39:41
https://doi.org/10.1007/978-3-658-04490-9l model that offers a congruent representation of part of the UK labour market since the mid 1960s. We use a cointegrated vector autoregressive Markov-switching model in which some parameters change according to the phase of the business cycle. Output, employment, labour supply and real earnings are
面包屑
发表于 2025-3-27 19:26:00
Forschungsdesign und methodisches Vorgehen, Nelson’s formal econometric specification on output data from the G-7 countries. Considerable support for the model is obtained, leading us to conclude that during normal periods, output seems to be driven mostly by permanent shocks, but during recessions and high-growth recoveries, transitory shoc
膝盖
发表于 2025-3-27 23:43:27
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GUEER
发表于 2025-3-28 02:15:21
https://doi.org/10.1007/978-3-662-63059-4des, we model exchange rates, reserves, and interest rates as time series subject to discrete regime shifts between two possible states: “tranquil” and “speculative”. We allow the probabilities of switching between states to be a function of fundamentals and expectations. The regime-switching framew
颂扬本人
发表于 2025-3-28 08:35:50
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分离
发表于 2025-3-28 11:12:41
https://doi.org/10.1007/978-3-662-63059-4re too high in volatile periods. We argue that this is due to the high persistence of shocks in GARCH forecasts. To obtain more flexibility regarding volatility persistence, this paper generalizes the GARCH model by distinguishing two regimes with different volatility levels; GARCH effects are allow