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1. Financial stress and economic dynamics: The transmission of crises. (2015). Tetlow, Robert ; Hubrich, Kirstin.
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   RePEc:eee:moneco:v:70:y:2015:i:c:p:100-115.

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2. Ambiguity Aversion and Under-diversification. (2013). Guidolin, Massimo ; Liuz, Hening .
   In: Working Papers.
   RePEc:igi:igierp:483.

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3. Identifying speculative bubbles with an in finite hidden Markov model. (2012). Song, Yong ; Shi, Shuping.
   In: MPRA Paper.
   RePEc:pra:mprapa:36455.

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4. Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models. (2012). Deschamps, Philippe.
   In: DQE Working Papers.
   RePEc:fri:dqewps:wp0016.

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5. K-state switching models with endogenous transition distributions. (2011). Kaufmann, Sylvia ; Sylvia, Kaufmann.
   In: Working Papers.
   RePEc:snb:snbwpa:2011-13.

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6. Bayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model. (2011). Qian, Hang.
   In: MPRA Paper.
   RePEc:pra:mprapa:35561.

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7. Bayesian estimation of an extended local scale stochastic volatility model. (2011). Deschamps, Philippe.
   In: DQE Working Papers.
   RePEc:fri:dqewps:wp0015.

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8. A flexible prior distribution for Markov switching autoregressions with Student-t errors. (2011). Deschamps, Philippe.
   In: DQE Working Papers.
   RePEc:fri:dqewps:wp0002.

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9. VAR forecasting using Bayesian variable selection. (2011). Korobilis, Dimitris.
   In: LIDAM Discussion Papers CORE.
   RePEc:cor:louvco:2011022.

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10. Econometric Analysis and Prediction of Recurrent Events. (2011). pagan, adrian ; Harding, Don.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-33.

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11. Components of bull and bear markets: bull corrections and bear rallies. (2010). Song, Yong ; McCurdy, Thomas ; Maheu, John.
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    RePEc:tor:tecipa:tecipa-402.

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12. Time Varying Dimension Models. (2010). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, .
    In: Working Paper series.
    RePEc:rim:rimwps:44_10.

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13. Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework. (2010). Kwiatkowski, Lukasz.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:1:y:2010:i:4:p:59-94.

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14. Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks. (2010). Strachan, Rodney ; Koop, Gary ; Jochmann, Markus.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:2:p:326-347.

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15. Fluctuations of Real Interest Rates and Business Cycles. (2010). Zhang, Yongli.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2010:v:11:i:1:p:185-208.

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16. Long memory and nonlinearities in realized volatility: a Markov switching approach.. (2010). Raggi, Davide ; Bordignon, S..
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17. Extracting bull and bear markets from stock returns. (2009). Song, Yong ; McCurdy, Thomas ; Maheu, John.
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    RePEc:tor:tecipa:tecipa-369.

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18. Electric Cars and Oil Prices. (2009). Azar, Jose.
    In: MPRA Paper.
    RePEc:pra:mprapa:15538.

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19. On Marginal Likelihood Computation in Change-point Models. (2009). Rombouts, Jeroen ; Bauwens, Luc ; Jeroen V. K. Rombouts, .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0942.

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20. The propagation of regional recessions. (2009). Owyang, Michael ; Hamilton, James.
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    RePEc:fip:fedlwp:2009-013.

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21. Indeterminacy, change points and the price puzzle in an estimated DSGE model. (2009). Belaygorod, Anatoliy ; Dueker, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:3:p:624-648.

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22. Real Time Detection of Structural Breaks in GARCH Models. (2008). Maheu, John.
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    RePEc:tor:tecipa:tecipa-336.

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23. Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data.. (2008). Kaufmann, Sylvia.
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24. Bayesian inference for Hidden Markov Model. (2008). Scaccia, Luisa ; Castellano, Rosella.
    In: Working Papers.
    RePEc:mcr:wpdief:wpaper00043.

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25. 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.

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26. Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country?. (2008). Valderrama, Maria ; Kaufmann, Sylvia.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:3:p:266-279.

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

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28. Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations. (2008). Ardia, David.
    In: DQE Working Papers.
    RePEc:fri:dqewps:wp0006.

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29. Multivariate Markov switching with weighted regime determination: giving France more weight than Finland. (2008). Sola, Martin.
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    RePEc:fip:fedlwp:2008-001.

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30. The Origin, Development And Structure Of Demand For Plant Genetic Resources. The Impact Of The In Trust Agreements To The CGIAR Collections Availability. (2008). Holloway, Garth ; Gotor, Elisabetta ; Caracciolo, Francesco ; Watts, Jamie.
    In: 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK.
    RePEc:ags:aes008:36773.

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31. Are there Structural Breaks in Realized Volatility?. (2007). Maheu, John ; Liu, Chun.
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    RePEc:tor:tecipa:tecipa-304.

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32. Confirmatory and Structural Categorical Latent Variables Models. (2007). Yang, Chih-Chiang .
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:41:y:2007:i:6:p:831-849.

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33. Prior Elicitation in Multiple Change-point Models. (2007). Potter, Simon ; Koop, Gary.
    In: Working Paper series.
    RePEc:rim:rimwps:17_07.

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34. The price puzzle and indeterminacy in an estimated DSGE model. (2007). Belaygorod, Anatoliy.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-025.

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35. Exploring the state sequence space for hidden Markov and semi-Markov chains. (2007). Guedon, Yann.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:5:p:2379-2409.

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36. 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.

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37. Were There Regime Switches in U.S. Monetary Policy?. (2006). Zha, Tao ; Sims, Christopher.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:1:p:54-81.

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38. Lags in the response of gasoline prices to changes in crude oil. (2004). Radchenko, Stanislav.
    In: Econometrics.
    RePEc:wpa:wuwpem:0406001.

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39. Modeling Credit Aggregates. (2004). Valderrama, Maria ; Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:onb:oenbwp:90.

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40. Prior elicitation in multiple change-point models. (2004). Potter, Simon ; Koop, Gary.
    In: Staff Reports.
    RePEc:fip:fednsr:197.

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41. Forecasting and estimating multiple change-point models with an unknown number of change points. (2004). Potter, Simon ; Koop, Gary.
    In: Staff Reports.
    RePEc:fip:fednsr:196.

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42. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

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43. Investigating asymmetries in the bank lending channel. An analysis using Austrian banks’ balance sheet data.. (2003). Kaufmann, Sylvia ; Fruehwirth-Schnatter, Sylvia .
    In: Working Papers.
    RePEc:onb:oenbwp:85.

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44. The business cycle of European countries Bayesian clustering of country - individual IP growth series. (2003). Kaufmann, Sylvia.
    In: Working Papers.
    RePEc:onb:oenbwp:83.

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45. HOW BIG IS YOUR NEIGHBORHOOD? SPATIAL IMPLICATIONS OF MARKET PARTICIPATION BY SMALLHOLDER LIVESTOCK PRODUCERS. (2003). Holloway, Garth ; Ehui, Simeon ; Lapar, Ma. Lucila A., .
    In: 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa.
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46. Aggregate price shocks and financial instability: a historical analysis. (2001). Wheelock, David ; Bordo, Michael.
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    RePEc:fip:fedlwp:2000-005.

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47. European business cycles: new indices and analysis of their synchronicity. (2001). Assenmacher, Katrin.
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    RePEc:fip:fedlwp:1999-019.

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48. Aggregate Price Shocks and Financial Instability: An Historical Analysis. (2000). Wheelock, David ; Bordo, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7652.

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49. Aggregate Price Shocks and Financial Instability: An Historical Analysis. (2000). Wheelock, David ; Bordo, Michael.
    In: NBER Historical Working Papers.
    RePEc:nbr:nberhi:0125.

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50. Bayesian Analysis of Switching ARCH Models. (2000). Kaufmann, Sylvia ; Fruhwirth-Schnattaer, Sylvia.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1381.

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