1. Dating housing booms fueled by credit: A Markov switching approach. (2025). Cañizares Martínez, Carlos ; Martnez, Carlos Caizares.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000415.

   Full description at Econpapers || Download paper

2. Regime switching and the responsiveness of prices to supply: The case of the Irish housing market. (2023). McQuinn, Kieran ; Egan, Paul.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:87:y:2023:i:c:p:82-94.

   Full description at Econpapers || Download paper

3. A century of gaps: Untangling business cycles from secular trends. (2021). Nguyen, Anh ; Constantinescu, Mihnea ; Minh, Anh Dinh.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000948.

   Full description at Econpapers || Download paper

4. Time-Varying Housing Market Fluctuations: Evidence from the U.S. Housing Market. (2020). Ozdemir, Dicle ; Dicle, Ozdemir.
   In: Real Estate Management and Valuation.
   RePEc:vrs:remava:v:28:y:2020:i:2:p:89-99:n:8.

   Full description at Econpapers || Download paper

5. The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z.

   Full description at Econpapers || Download paper

6. Unconventional monetary policy reaction functions: evidence from the US. (2020). Sousa, Ricardo ; JAWADI, Fredj ; Dufrénot, Gilles ; Castro, Vitor ; Agnello, Luca.
   In: Post-Print.
   RePEc:hal:journl:hal-03101417.

   Full description at Econpapers || Download paper

7. House prices and business cycles: The case of the UK. (2016). Chung, Keunsuk ; Kim, Jan R.
   In: International Area Studies Review.
   RePEc:sae:intare:v:19:y:2016:i:2:p:131-146.

   Full description at Econpapers || Download paper

8. House Price Rigidity and the Asymmetric Response of Housing Prices to Monetary Policy in Iran. (2016). Zare, Roohollah.
   In: Journal of Money and Economy.
   RePEc:mbr:jmonec:v:11:y:2016:i:4:p:401-417.

   Full description at Econpapers || Download paper

9. Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices. (2013). Sousa, Ricardo ; Dufrénot, Gilles ; Agnello, Luca ; Dufrenot, Gilles.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:34:y:2013:i:c:p:25-36.

   Full description at Econpapers || Download paper

1. Abraham, J.M. ; Hendershott, P.H. Bubbles in metropolitan housing markets. 1996 Journal of Housing Research. 7 191-207
   Paper not yet in RePEc: Add citation now
   

2. Albert, J. ; Chib, S. Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts. 1993 Journal of Business & Economic Statistics. 11 1-15

3. Almunia, M. ; Bénétrix, A.S. ; Eichengreen, B. ; O'Rourke, K.H. ; Rua, G. From great depression to great credit crisis: similarities, differences, and lessons. 2010 Economic Policy. 25 221-265

4. Álvarez, L.J. ; Bulligan, G. ; Cabrero, A. ; Ferrara, L. ; Stahl, H. Housing and Macroeconomic Cycles in the Major Euro Area Countries. 2009 En : Banque de France, Working Paper, No. 269. :

5. Álvarez, L.J. ; Cabrero, A. Does Housing Really Lead the Business Cycle. 2010 En : Banco de Espana, Working Paper, No.1024. :

6. Bordo, M. ; Jeanne, O. Monetary policy and asset prices: does benign neglect make sense?. 2002 International Finance. 5 139-164

7. Borio, M. ; Lowe, P. Asset Prices, Financial and Monetary Stability: Exploring the Nexus. 2002 En : Bank for International Settlements, Working Paper, No. 114. :

8. Butterworth, S. On the theory of filter amplifiers. 1930 Experimental Wireless and the Wireless Engineer. 7 536-541
   Paper not yet in RePEc: Add citation now
   
9. Caudill, S.B. ; Acharya, R.N. Maximum likelihood estimation of a mixture of normal regressions: starting values and singularities. 1998 Communications in Statistics: Simulation and Computation. 27 667-674
   Paper not yet in RePEc: Add citation now
   
10. Cecchetti, S. ; Genburg, H. ; Lipsky, J. ; Wadhwani, S. Asset Prices and Central Bank Policy. 2002 En : Geneva Reports on the World Economy 2. International Centre for Monetary and Banking Studies and Centre for Economic Policy Research:
    Paper not yet in RePEc: Add citation now
    

11. Ceron, J.A. ; Suarez, J. Hot and Cold Housing Markets: International Evidence. 2006 En : CEPR Discussion Paper, No. 5411. :

12. Clements, M.P. ; Krolzig, H.-M. Business cycle asymmetries: characterisation and testing based on Markov-switching autoregressions. 2003 Journal of Business & Economic Statistics. 21 196-211

13. de Bandt, O. ; Barhoumi, K. ; Bruneau, C. The International Transmission of House Price Shocks. 2010 En : Banque de France, Working Paper, No. 274. :

14. Diebold, F. ; Lee, J. ; Weinbach, G. Regime Switching and Time-varying Transition Probabilities. 1994 En : Hargreaves, C. Non-stationary Time Series Analysis and Cointegration. Oxford University Press: Oxford
    Paper not yet in RePEc: Add citation now
    

15. Engel, C. ; Hakkio, C.S. The Distribution of Exchange Rates in the EMS. 1994 En : NBER Working Paper, No. 4834. :

16. Ferrara, L. ; Vigna, O. Cyclical Relationships between GDP and Housing Market in France: Facts and Factors at Play. 2009 En : Banque de France, Working Paper, No. 268. :

17. Filardo, A.J. Business cycle phases and their transitional dynamics. 1994 Journal of Business & Economic Statistics. 12 299-308

18. Filardo, A.J. ; Gordon, S.F. Business cycle durations. 1998 Journal of Econometrics. 85 99-123

19. Goodhart, C.A.E. ; Hofmann, B. House prices, money, credit, and the macroeconomy. 2008 Oxford Review of Economic Policy. 24 180-205

20. Gray, S.F. Modelling the conditional distribution of interest rates as a regime-switching process. 1996 Journal of Financial Economics. 42 27-62
    Paper not yet in RePEc: Add citation now
    

21. Hamilton, J.D. A new approach to the econometric analysis of nonstationary time series and the business cycle. 1989 Econometrica. 57 357-384

22. Hamilton, J.D. Analysis of time series subject to changes in regime. 1990 Journal of Econometrics. 45 39-70

23. Hodrick, R.J. ; Prescott, E.C. Postwar U.S. business cycles: an empirical investigation. 1997 Journal of Money, Credit, and Banking. 29 1-16

24. Iacoviello, M. House prices, borrowing constraints and monetary policy in the business cycle. 2005 American Economic Review. 95 739-764

25. Igan, D. ; Kabundi, A. ; Nadal- De Simone, F. ; Pinheiro, M. Three Cycles: Housing, Credit and Real Activity. 2009 En : IMF Working Paper, No. 09/23. :

26. Jannsen, N. National and International Business cycle effects of Housing Crises. 2009 En : Kiel Institute for the World Economy, Working Paper, No. 1510. :

27. Kiefer, N.M. A note on regime classification in disequilibrium models. 1980 Review of Economic Studies. 47 637-639

28. Kiefer, N.M. Discrete parameter variation: efficient estimation of a switching regression model. 1978 Econometrica. 46 427-434

29. Layton, A.P. ; Smith, D.R. Business cycle dynamics with duration dependence and leading indicators. 2007 Journal of Macroeconomics. 29 855-875

30. Leamer, E. Housing is the Business Cycle. 2007 En : NBER Working Paper, 13428. :

31. McQueen, G. ; Thorley, S. Asymmetric business cycle turning points. 1993 Journal of Monetary Economics. 31 341-362

32. Miles, D. ; Pillonca, V. Financial innovation and European housing and mortgage markets. 2008 Oxford Review of Economic Policy. 24 145-175

33. Mishkin, F.S. Housing and Monetary Transmission Mechanism. 2007 En : Paper presented at: Housing Finance and Monetary Policy Symposium, Federal Reserve Bank of Kansas City. :

34. Muellbauer, J. ; Murphy, A. Housing markets and the economy: the assessment. 2008 Oxford Review of Economic Policy. 24 1-

35. Phillips, K.L. A two country model for stochastic output and changes in regime. 1991 Journal of International Economics. 31 121-142

36. Reinhart, C. ; Rogoff, K. Is the 2007 US Subprime Crisis So Different? An International Historical Comparison. 2008 En : NBER Working Paper, 13761. :

37. Sichel, D.E. Business cycle asymmetry. 1993 Economic Inquiry. 31 224-236

38. Stein, J.C. Prices and trading volumes in the housing market: a model with down payment effects. 1995 Quarterly Journal of Economics. 110 379-406

39. Vargas-Silva, C. Monetary policy and the US housing market: a VAR analysis imposing sign restrictions. 2008 Journal of Macroeconomics. 30 977-990

40. Wagner, H. The causes of the recent financial crisis and the role of central banks in avoiding the next one. 2010 International Economics and Economic Policy. 7 63-82

1. Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, James.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:21863.

   Full description at Econpapers || Download paper

2. AGGREGATE SHOCKS DECOMPOSITION FOR EIGHT EAST ASIAN COUNTRIES. (2009). Lee, Grace ; Grace H. Y. Lee, .
   In: Monash Economics Working Papers.
   RePEc:mos:moswps:2009-17.

   Full description at Econpapers || Download paper

3. Comparing smooth transition and Markov switching autoregressive models of US unemployment. (2008). Deschamps, Philippe.
   In: Journal of Applied Econometrics.
   RePEc:jae:japmet:v:23:y:2008:i:4:p:435-462.

   Full description at Econpapers || Download paper

4. Comparing smooth transition and Markov switching autoregressive models of US Unemployment. (2008). Deschamps, Philippe.
   In: DQE Working Papers.
   RePEc:fri:dqewps:wp0007.

   Full description at Econpapers || Download paper

5. The economic performance of cities: a Markov-switching approach. (2007). Wheeler, Christopher ; Wall, Howard ; Piger, Jeremy ; Owyang, Michael.
   In: Working Papers.
   RePEc:fip:fedlwp:2006-056.

   Full description at Econpapers || Download paper

6. Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US. (2006). Bailey, Alastair ; Balcombe, Kelvin.
   In: MPRA Paper.
   RePEc:pra:mprapa:17305.

   Full description at Econpapers || Download paper

7. Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area. (2006). Kaufmann, Sylvia ; Kugler, Peter.
   In: Working Papers.
   RePEc:onb:oenbwp:131.

   Full description at Econpapers || Download paper

8. Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy. (2006). Monokroussos, George.
   In: Discussion Papers.
   RePEc:nya:albaec:06-02.

   Full description at Econpapers || Download paper

9. How do changes in monetary policy affect bank lending? An analysis of Austrian bank data. (2006). Kaufmann, Sylvia ; Fruhwirth-Schnatter, Sylvia.
   In: Journal of Applied Econometrics.
   RePEc:jae:japmet:v:21:y:2006:i:3:p:275-305.

   Full description at Econpapers || Download paper

10. Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods. (2006). Giglio, Stefano ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:312.

    Full description at Econpapers || Download paper

11. Bayesian simultaneous determination of structural breaks and lag lengths. (2006). Karlsson, Sune ; Hultblad, Brigitta .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0630.

    Full description at Econpapers || Download paper

12. Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods. (2006). Giglio, Stefano ; Favero, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5793.

    Full description at Econpapers || Download paper

13. The Decline in German Output Volatility: A Bayesian Analysis. (2005). Boysen-Hogrefe, Jens ; Aßmann, Christian ; Liesenfeld, Roman ; Amann, Christian.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:4134.

    Full description at Econpapers || Download paper

14. Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0508017.

    Full description at Econpapers || Download paper

15. Une lecture probabiliste du cycle d’affaires américain. (2005). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407002.

    Full description at Econpapers || Download paper

16. Empirical factor demands and flexible functional forms: a bayesian approach. (2005). sitzia, bruno ; Manera, Matteo.
    In: Economic Systems Research.
    RePEc:taf:ecsysr:v:17:y:2005:i:1:p:57-75.

    Full description at Econpapers || Download paper

17. Dynamic Limited Dependent Variable Modeling and US Monetary Policy. (2005). Monokroussos, George.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:460.

    Full description at Econpapers || Download paper

18. Dating Business Cycle Turning Points. (2005). Hamilton, James ; Chauvet, Marcelle.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11422.

    Full description at Econpapers || Download paper

19. How well do Markov switching models describe actual business cycles? The case of synchronization. (2005). Summers, Peter ; Smith, Penelope.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:20:y:2005:i:2:p:253-274.

    Full description at Econpapers || Download paper

20. The Brazilian currency turmoil of 2002: a nonlinear analysis. (2005). Goretti, Manuela.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:289-306.

    Full description at Econpapers || Download paper

21. Detecting Turning Points with Many Predictors through Hidden Markov Models. (2004). Bellone, Benoit ; Saint-Martin, David.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407001.

    Full description at Econpapers || Download paper

22. MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models. (2004). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0406004.

    Full description at Econpapers || Download paper

23. Entry and Exit Dynamics in Austrian Manufacturing. (2004). Hölzl, Werner ; Leopold, Sogner.
    In: Working Papers.
    RePEc:wiw:wiwgee:geewp36.

    Full description at Econpapers || Download paper

24. How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization. (2004). Summers, Peter ; Smith, Penelope.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2004n09.

    Full description at Econpapers || Download paper

25. Non-Markovian regime switching with endogenous states and time-varying state strengths. (2004). Chib, Siddhartha.
    In: Working Papers.
    RePEc:fip:fedlwp:2004-030.

    Full description at Econpapers || Download paper

26. Business cycle phases in U.S. states. (2004). Wall, Howard ; Piger, Jeremy ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-011.

    Full description at Econpapers || Download paper

27. Identification and normalization in Markov switching models of \business cycles\. (2004). Summers, Peter ; Smith, Penelope.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp04-09.

    Full description at Econpapers || Download paper

28. Hedging Sudden Stops and Precautionary Contractions. (2003). Panageas, Stavros ; Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9778.

    Full description at Econpapers || Download paper

29. LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES. (2003). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2003-06.

    Full description at Econpapers || Download paper

30. Regime switching and monetary policy measurement. (2003). Ramey, Garey ; Owyang, Michael.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-002.

    Full description at Econpapers || Download paper

31. A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS. (2002). Otranto, Edoardo ; Gallo, Giampiero.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:4:p:477-496.

    Full description at Econpapers || Download paper

32. Likelihood-based estimation of latent generalised ARCH structures. (2002). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele.
    In: Economics Papers.
    RePEc:nuf:econwp:0219.

    Full description at Econpapers || Download paper

33. Non-linear Modelling of the Australian Business Cycle using a Leading Indicator. (2002). Forbes, Catherine ; Shami, Roland G..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2002-5.

    Full description at Econpapers || Download paper

34. Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modelling Business Cycles. (2002). Summers, Peter ; Smith, Penelope.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2002n21.

    Full description at Econpapers || Download paper

35. Identifying business cycle turning points in real time. (2002). Piger, Jeremy ; Chauvet, Marcelle.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-27.

    Full description at Econpapers || Download paper

36. A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2001_04.

    Full description at Econpapers || Download paper

37. A Cross-Country Study on Okuns Law. (2000). Soegner, Leopold ; Stiassny, Alfred.
    In: Working Papers.
    RePEc:wiw:wiwgee:geewp13.

    Full description at Econpapers || Download paper

38. The Equity Premium and Structural Breaks. (2000). Stambaugh, Robert ; Pastor, Lubos.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7778.

    Full description at Econpapers || Download paper

39. A structural Time Series Model with Markov Switching.. (2000). Forbes, Catherine ; Shami, R. G..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2000-10.

    Full description at Econpapers || Download paper

40. A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market. (2000). Graflund, Andreas .
    In: Working Papers.
    RePEc:hhs:lunewp:2000_008.

    Full description at Econpapers || Download paper

41. A Preference Regime Model of Bull and Bear Markets. (2000). St-Amour, Pascal ; Gordon, Stephen.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1019-1033.

    Full description at Econpapers || Download paper

42. A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models. (1999). Nelson, Charles ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:udb:wpaper:0035.

    Full description at Econpapers || Download paper

43. Permanent and Transitory Nature of Recessions. (1999). Murray, Chris ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0041.

    Full description at Econpapers || Download paper

44. Adaptive polar sampling with an application to a Bayes measure of value-at-risk. (1999). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:1999057.

    Full description at Econpapers || Download paper

45. A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models. (1998). Nelson, Charles ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:udb:wpaper:0059.

    Full description at Econpapers || Download paper

46. Combining Panel Data Sets with Attrition and Refreshment Samples. (1998). Ridder, Geert ; Imbens, Guido ; Hirano, Keisuke ; Rubin, Donald B..
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0230.

    Full description at Econpapers || Download paper

47. Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K.
    In: Economics Papers.
    RePEc:nuf:econwp:9713.

    Full description at Econpapers || Download paper

48. The Long-Run U.S./U.K. Real Exchange Rate. (1996). Kim, Chang-Jin ; Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5777.

    Full description at Econpapers || Download paper

49. Markov Chain Monte Carlo Simulation Methods in Econometrics. (1994). Chib, Siddhartha ; Greenberg, Edward.
    In: Econometrics.
    RePEc:wpa:wuwpem:9408001.

    Full description at Econpapers || Download paper

50. A time series model with periodic stochastic regime switching. (1993). Ghysels, Eric.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:84.

    Full description at Econpapers || Download paper

Report date: 2025-10-04 02:06:26 || Missing content? Let us know