Kostas Mouratidis und Markov - Info zur Person

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Evaluating currency crises : a Bayesian Markov switching approach -...

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Evaluating currency crises : a Bayesian Markov switching approach. Kostas Mouratidis. Year of Publication: Authors: Mouratidis, Kostas. Published in:.

Macroeconomics, Finance and Money: Essays in Honour of Philip Arestis...

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7, No 2 (April, 2002). 'Credibility of EMS Interest Rate Policies: A Markov Regime-Switching Approach' (with Kostas Mouratidis), The Manchester School of Economic and Social Research, Vol. 72, No 1 (January, 2004). 'Threshold Effects in the U.S. Budget Deficit' (with A. Cipollini and B. Fattouh), Economic Inquiry, Vol.

Estimating the Impact of Credit Risk Determinants in Two Southeast...

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We study the impact of credit risk determinants on the Romanian and Bulgarian banking systems using a structural Markov Regime-Switching vector autoregressive (

Evaluating Currency Crises: A Multivariate Markov Regime Switching...

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This paper provides an empirical framework to analyse the nature of currency crises by extending earlier work of Jeanne and Masson (2000; Journal of Internation

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... |h Elektronische Ressource : |b an application of the Markov regime-switching of a bivariate autoregressive model |c Philip Arestis and Kostas Mouratidis.

EconPapers: Evaluating currency crisis:A multivariate Markov...

econpapers.repec.org

By Kostas Mouratidis, Dimitris Kenourgios and Aris Samitas; Abstract: This paper provides an empirical framework to analyse the nature of currency crises by extending

Credibility of Interest Rate Policies in Eight European Monetary...

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This chapter utilizes the Markov regime-switching modelling framework to study the credibility of monetary policy, with respect to the objective of price...

Issues in Finance and Monetary Policy | SpringerLinklink.springer.com › book

link.springer.com

... European Monetary System Countries: An Application of the Markov Regime-Switching of a Bivariate Autoregressive Model. Philip Arestis, Kostas Mouratidis.

Professor Philip Arestis, BA (Athens), MSc (London), MA (Cambridge),...

www.landecon.cam.ac.uk

“Credibility of EMS Interest Rate Policies: A Markov Regime-Switching Approach” (with Kostas Mouratidis), The Manchester School of Economic and Social ...

Evaluating currency crises: A Bayesian Markov switching approach

www.infona.pl

In this paper we examine the nature of a currency crisis. We do so by employing an out-of-sample forecasting exercise to analyse the Mexican crisis in

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