IMF Publications by Subject
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Markov-switching models:
2011
Title: Imperfect Information and Saving in a Small Open Economy
Series: Working Paper No. 2011/060
Date: March 1, 2011
Subject: Commodities Commodity price fluctuations Commodity prices Consumption Markov-switching models
Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Series: Working Paper No. 2011/022
Date: January 1, 2011
Subject: Econometric analysis Financial regulation and supervision Financial services Inflation Market risk Markov-switching models Prices Time series analysis Yield curve
2010
Title: Structural Breaks in Fiscal Performance: Did Fiscal Responsibility Laws Have Anything to Do with Them?
Series: Working Paper No. 2010/248
Date: November 1, 2010
Subject: Fiscal policy Fiscal stance Markov-switching models Output gap PFM legal and regulatory frameworks
2003
Title: Early Warning Systems: A Survey and a Regime-Switching Approach
Series: Working Paper No. 2003/032
Date: February 1, 2003
Subject: Currency crises Early warning systems Econometric analysis Exchange rates Financial crises Foreign exchange Markov-switching models
2000
Title: Contagion, Monsoons, and Domestic Turmoil in Indonesia: A Case Study in the Asian Currency Crisis
Series: Working Paper No. 2000/060
Date: March 1, 2000
Subject: Econometric analysis Exchange rates Financial markets Foreign exchange Markov-switching models Probit models Real effective exchange rates Stock markets