1. Recession forecasting using Bayesian classification. (2019). Davig, Troy ; Hall, Aaron Smalter.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:35:y:2019:i:3:p:848-867.

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2. Recession and recovery across the nation: lessons from history. (2009). Wilkerson, Chad.
   In: Economic Review.
   RePEc:fip:fedker:y:2009:i:qii:p:5-24:n:v.94no.2.

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1. Modeling resilience and survivability as stochastic processes with techno-human-economic systems under stress. (2025). Burek, Jasmina ; Claudio, David ; Martnez, Kenneth.
   In: Journal of Computational Social Science.
   RePEc:spr:jcsosc:v:8:y:2025:i:1:d:10.1007_s42001-024-00328-w.

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2. Caged Markov process – A continuous-time framework for modeling a constrained Markov process within a freely-evolving Markov process. (2025). Aiewsakun, Pakorn ; Printechapat, Tanes ; Krityakierne, Tipaluck.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:230:y:2025:i:c:p:350-369.

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3. Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Pionnier, Pierre-Alain ; Doz, Catherine.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-02443364.

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4. Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Pionnier, Pierre-Alain ; Doz, Catherine.
   In: PSE Working Papers.
   RePEc:hal:psewpa:halshs-02443364.

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5. The Many Faces of Agent-Based Computational Economics: Ecology of Agents, Bottom-Up Approaches and Paradigm Shift. (2020). Mignot, Sylvain ; Vignes, Annick.
   In: Post-Print.
   RePEc:hal:journl:hal-02956172.

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6. Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method. (2017). Mbara, Gilbert.
   In: Working Papers.
   RePEc:war:wpaper:2017-13.

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7. Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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8. Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo.
   In: Working Papers.
   RePEc:bde:wpaper:1726.

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9. Hidden Markov models in time series, with applications in economics. (2016). Kaufmann, Sylvia.
   In: Working Papers.
   RePEc:szg:worpap:1606.

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10. Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?. (2016). Chang, Kuang-Liang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:72-87.

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11. A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets. (2014). PORCHER, Thomas ; Goutte, Stéphane ; Boroumand, Raphael Homayoun.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01090837.

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12. Conditional Markov regime switching model applied to economic modelling. (2014). Goutte, Stéphane.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:38:y:2014:i:c:p:258-269.

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13. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2014). Leiva-Leon, Danilo.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-38.

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14. Specification sensitivities in the Markov-switching unit root test for bubbles. (2013). Shi, Shuping.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:2:p:697-713.

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15. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2013). Leiva-Leon, Danilo.
    In: MPRA Paper.
    RePEc:pra:mprapa:54452.

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16. Conditional Markov regime switching model applied to economic modelling.. (2012). Goutte, Stéphane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00747479.

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17. Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00643900.

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18. Foreign exchange rates under Markov Regime switching model. (2011). ZOU, Benteng ; Heinen, Andréas ; Goutte, Stéphane.
    In: DEM Discussion Paper Series.
    RePEc:luc:wpaper:11-16.

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19. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

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20. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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21. Detecting recessions in the Great Moderation: a real-time analysis. (2008). Davig, Troy.
    In: Economic Review.
    RePEc:fip:fedker:y:2008:i:qiv:p:5-33:n:v.93no.4.

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