On the public citation graph

Granger Causality Regimes and Volatility Dynamics: A Unified Markov-Switching Framework

https://doi.org/10.2139/ssrn.6914738
0 signed · 36 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.819openalex-snapshot
Markov switching causality and the money–output relationship
inferredcites →https://doi.org/10.1007/978-3-319-50234-2_5openalex-snapshot
Markov Switching GARCH Models: Filtering, Approximations and Duality
inferredcites →https://doi.org/10.1007/978-3-642-51684-9_2openalex-snapshot
The Markov-Switching Vector Autoregressive Model
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-snapshot
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/0304-4076(89)90035-3openalex-snapshot
Interpreting Evidence on Money-Income Causality
inferredcites →https://doi.org/10.1016/0304-4076(94)90036-1openalex-snapshot
Dynamic linear models with Markov-switching
inferredcites →https://doi.org/10.1016/0304-4076(94)90066-3openalex-snapshot
Subsample instability and asymmetries in money-income causality
inferredcites →https://doi.org/10.1016/j.enpol.2013.08.086openalex-snapshot
The causal link between energy and output growth: Evidence from Markov switching Granger causality
inferredcites →https://doi.org/10.1016/j.jeconom.2015.10.004openalex-snapshot
Inference in VARs with conditional heteroskedasticity of unknown form
inferredcites →https://doi.org/10.1016/j.jeconom.2018.09.019openalex-snapshot
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
inferredcites →https://doi.org/10.1016/j.jinteco.2024.103970openalex-snapshot
US trade policy and the US dollar
inferredcites →https://doi.org/10.1016/j.jmoneco.2019.11.002openalex-snapshot
The economic effects of trade policy uncertainty
inferredcites →https://doi.org/10.1016/j.spa.2011.06.001openalex-snapshot
Stationarity and geometric ergodicity of BEKK multivariate GARCH models
inferredcites →https://doi.org/10.1016/s0304-3932(98)00005-1openalex-snapshot
Money and output viewed through a rolling window
inferredcites →https://doi.org/10.1017/s0266466600009063openalex-snapshot
Multivariate Simultaneous Generalized ARCH
inferredcites →https://doi.org/10.1017/s0266466616000116openalex-snapshot
ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS
inferredcites →https://doi.org/10.1086/654017openalex-snapshot
Do Equilibrium Real Business Cycle Theories Explain Postwar U. S. Business Cycles?
inferredcites →https://doi.org/10.1093/jjfinec/nbh020openalex-snapshot
A New Approach to Markov-Switching GARCH Models
inferredcites →https://doi.org/10.1093/qje/qjw024openalex-snapshot
Measuring Economic Policy Uncertainty*
inferredcites →https://doi.org/10.1111/1467-9892.00219openalex-snapshot
Conditional Heteroskedasticity Driven by Hidden Markov Chains
inferredcites →https://doi.org/10.1111/j.1538-4616.2010.00323.xopenalex-snapshot
Oil Price Uncertainty
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01746.xopenalex-snapshot
Uncertainty about Government Policy and Stock Prices
inferredcites →https://doi.org/10.1111/jmcb.13038openalex-snapshot
Portfolio Selection Under Systemic Risk
inferredcites →https://doi.org/10.1111/obes.70006openalex-snapshot
Federal Reserve Chairs and Monetary Regimes
inferredcites →https://doi.org/10.1134/s0001434620030189openalex-snapshot
The Zero Set of a Real Analytic Function
inferredcites →https://doi.org/10.1198/073500102288618487openalex-snapshot
Dynamic Conditional Correlation
inferredcites →https://doi.org/10.1214/12-aos1047openalex-snapshot
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
inferredcites →https://doi.org/10.1257/aer.99.3.1053openalex-snapshot
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
inferredcites →https://doi.org/10.1257/pandp.20261039openalex-snapshot
Global Trade, Tariff Uncertainty, and the US Dollar
inferredcites →https://doi.org/10.1287/msom.2022.1136openalex-snapshot
Trade and Foreign Economic Policy Uncertainty in Supply Chain Networks: Who Comes Home?
inferredcites →https://doi.org/10.2307/1912526openalex-snapshot
Maximum Likelihood Estimation of Misspecified Models
inferredcites →https://doi.org/10.2307/1912559openalex-snapshot
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
inferredcites →https://doi.org/10.2307/1912773openalex-snapshot
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/1913471openalex-snapshot
Pseudo Maximum Likelihood Methods: Theory
inferredcites →https://doi.org/10.3982/ecta17249openalex-snapshot
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities
inferredcites →https://doi.org/10.3982/ecta6248openalex-snapshot
The Impact of Uncertainty Shocks
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.