Michael J. Dueker
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Michael |
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J. |
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Dueker |
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Research profile
author of:
- Multivariate Contemporaneous-Threshold Autoregressive Models (repec:aub:autbar:817.10)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - State-Dependent Threshold STAR Models (repec:aub:autbar:818.10)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility (repec:bes:jnlbes:v:15:y:1997:i:1:p:26-34)
by Dueker, Michael J - Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate (repec:bes:jnlbes:v:17:y:1999:i:4:p:466-72)
by Dueker, Michael - Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions (repec:bes:jnlbes:v:23:y:2005:p:96-104)
by Michael Dueker - State-Dependent Threshold Smooth Transition Autoregressive Models (repec:bla:obuest:v:75:y:2013:i:6:p:835-854)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - Stochastic Capital Depreciation and the Co-movement of Hours and Productivity (repec:bpj:bejmac:v:topics.6:y:2007:i:3:n:6)
by Dueker Michael & Fischer Andreas & Dittmar Robert - Contemporaneous-Threshold Smooth Transition GARCH Models (repec:bpj:sndecm:v:15:y:2011:i:2:n:1)
by Dueker Michael J. & Psaradakis Zacharias & Sola Martin & Spagnolo Fabio - Austria's Hard-Currency Policy: The Mechanics of Successful Exchange-Rate Peg (repec:cpr:ceprdp:2478)
by Fischer, Andreas & Dueker, Michael - The Mechanics of a Successful Exchange-Rate Peg: Lessons for emerging Markets (repec:cpr:ceprdp:2829)
by Fischer, Andreas & Dueker, Michael - Fixing Swiss Potholes: The Importance of Improvements (repec:cpr:ceprdp:3159)
by Fischer, Andreas & Dueker, Michael - Stochastic Capital Depreciation and the Comovement of Hours and Productivity (repec:cpr:ceprdp:3192)
by Fischer, Andreas & Dueker, Michael & Dittmar, Robert - Business-Cycle Filtering Of Macroeconomic Data Via A Latent Business-Cycle Index (repec:cup:macdyn:v:10:y:2006:i:05:p:573-594_05)
by Dueker, Michael & Nelson, Charles R. - Stochastic Capital Depreciation and the Comovement of Hours and Productivity (repec:ecj:ac2003:80)
by Fischer, Andreas & Michael J Dueker & Robert D Dittmar - Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths (repec:ecm:latm04:34)
by Michael Dueker - Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths (repec:ecm:nasm04:600)
by Chib & Siddhartha; Dueker - Indeterminacy, change points and the price puzzle in an estimated DSGE model (repec:eee:dyncon:v:33:y:2009:i:3:p:624-648)
by Belaygorod, Anatoliy & Dueker, Michael - Fixing Swiss potholes: The importance and cyclical nature of improvements (repec:eee:ecolet:v:79:y:2003:i:3:p:409-415)
by Dueker, Michael J. & Fischer, Andreas M. - Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (repec:eee:ecolet:v:93:y:2006:i:1:p:58-62)
by Dueker, Michael - Contemporaneous threshold autoregressive models: Estimation, testing and forecasting (repec:eee:econom:v:141:y:2007:i:2:p:517-547)
by Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio - Multivariate contemporaneous-threshold autoregressive models (repec:eee:econom:v:160:y:2011:i:2:p:311-325)
by Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio - Aggregate price shocks and financial stability: the United Kingdom 1796-1999 (repec:eee:exehis:v:40:y:2003:i:2:p:143-169)
by Bordo, Michael D. & Dueker, Michael J. & Wheelock, David C. - Does foreign innovation affect domestic wage inequality? (repec:eee:inecon:v:47:y:1999:i:1:p:61-89)
by Butler, Alison & Dueker, Michael - Modeling dependence dynamics through copulas with regime switching (repec:eee:insuma:v:50:y:2012:i:3:p:346-356)
by Silva Filho, Osvaldo Candido da & Ziegelmann, Flavio Augusto & Dueker, Michael J. - A monetary policy feedback rule in Korea's fast-growing economy (repec:eee:intfin:v:9:y:1999:i:1:p:19-31)
by Dueker, Michael & Kim, Gyuhan - Can Markov switching models predict excess foreign exchange returns? (repec:eee:jbfina:v:31:y:2007:i:2:p:279-296)
by Dueker, Michael & Neely, Christopher J. - Inflation targeting in a small open economy: Empirical results for Switzerland (repec:eee:moneco:v:37:y:1996:i:1:p:89-103)
by Dueker, Michael & Fischer, Andreas M. - Argentina Agonistes (repec:fip:fedlie:y:2002:i:feb)
by Michael J. Dueker - Inverted yield curves and recessions (repec:fip:fedlmt:y:1998:i:may)
by Michael J. Dueker - Risk premiums among corporate bonds (repec:fip:fedlmt:y:1998:i:nov)
by Michael J. Dueker - A barometer of financial market uncertainty (repec:fip:fedlmt:y:1999:i:may)
by Michael J. Dueker - FOMC decisions and bond market uncertainty (repec:fip:fedlmt:y:2000:i:jan)
by Michael J. Dueker - Spring of disconnect across stock markets? (repec:fip:fedlmt:y:2000:i:sep)
by Michael J. Dueker - The preemptive Fed (repec:fip:fedlmt:y:2001:i:feb)
by Michael J. Dueker - Why predict past FOMC actions? (repec:fip:fedlmt:y:2003:i:jun)
by Michael J. Dueker - Open mouth operations: a Swiss case study (repec:fip:fedlmt:y:2005:i:jan)
by Michael J. Dueker & Andreas M. Fischer - Political economy of state homeland security grants (repec:fip:fedlne:y:2006:i:dec)
by Michael J. Dueker & Christopher J. Martinek - The price puzzle: an update and a lesson (repec:fip:fedlne:y:2006:i:oct)
by Michael J. Dueker - The response of market interest rates to discount rate changes (repec:fip:fedlrv:y:1992:i:jul:p:78-91)
by Michael J. Dueker - Hypothesis testing with near-unit roots: the case of long-run purchasing-power parity (repec:fip:fedlrv:y:1993:i:jul:p:37-48)
by Michael J. Dueker - Can nominal GDP targeting rules stabilize the economy? (repec:fip:fedlrv:y:1993:i:may:p:15-29)
by Michael J. Dueker - Indicators of monetary policy: the view from implicit feedback rules (repec:fip:fedlrv:y:1993:i:sep:p:23-40)
by Michael J. Dueker - Narrow vs. broad measures of money as intermediate targets: some forecast results (repec:fip:fedlrv:y:1995:i:jan:p:41-51)
by Michael J. Dueker - Are federal funds rate changes consistent with price stability? Results from an indicator model (repec:fip:fedlrv:y:1996:i:jan:p:45-51:n:v.78no.1)
by Michael J. Dueker & Andreas M. Fischer - The sensitivity of empirical studies to alternative measures of the monetary base and reserves (repec:fip:fedlrv:y:1996:i:nov:p:51-69)
by Michael J. Dueker & Apostolos Serletis - The FOMC in 1996: \\"watchful waiting\\" (repec:fip:fedlrv:y:1997:i:jul:p:7-23)
by Michael J. Dueker & Andreas M. Fischer - Strengthening the case for the yield curve as a predictor of U.S. recessions (repec:fip:fedlrv:y:1997:i:mar:p:41-51)
by Michael J. Dueker - A guide to nominal feedback rules and their use for monetary policy (repec:fip:fedlrv:y:1998:i:jul:p:55-63:n:v.80no.4)
by Michael J. Dueker & Andreas M. Fischer - Measuring monetary policy inertia in target Fed funds rate changes (repec:fip:fedlrv:y:1999:i:sep:p:3-10:n:v.81no.5)
by Michael J. Dueker - Are prime rate changes asymmetric? (repec:fip:fedlrv:y:2000:i:sep:p:33-40:n:v.82no.5)
by Michael J. Dueker - The mechanics of a successful exchange rate peg: lessons for emerging markets (repec:fip:fedlrv:y:2001:i:may:p:47-56:n:v.83no.5)
by Michael J. Dueker & Andreas M. Fischer - The monetary policy innovation paradox in VARs: a \\"discrete\\" explanation (repec:fip:fedlrv:y:2002:i:mar.:p:43-50:n:v.84no.2)
by Michael J. Dueker - Regime-dependent recession forecasts and the 2001 recession (repec:fip:fedlrv:y:2002:i:nov:p:29-36:n:v.84no.6)
by Michael J. Dueker - Discrete policy changes and empirical models of the federal funds rate (repec:fip:fedlrv:y:2004:i:nov:p:61-72:n:v.86no.6)
by Michael J. Dueker & Robert H. Rasche - Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models (repec:fip:fedlrv:y:2005:i:nov:p:719-34:n:v.87no.6)
by Anatoliy Belaygorod & Michael J. Dueker - Using cyclical regimes of output growth to predict jobless recoveries (repec:fip:fedlrv:y:2006:i:mar:p:145-154:n:v.88no.2)
by Michael J. Dueker - Do inflation targeters outperform non-targeters? (repec:fip:fedlrv:y:2006:i:sep:p:431-450:n:v.88no.5)
by Michael J. Dueker & Andreas M. Fischer - Markov switching in GARCH processes and mean reverting stock market volatility (repec:fip:fedlwp:1994-015)
by Michael J. Dueker - Compound volatility processes in EMS exchange rates (repec:fip:fedlwp:1994-016)
by Michael J. Dueker - Asymmetry in the prime rate and firms' preference for internal finance (repec:fip:fedlwp:1994-017)
by Michael J. Dueker & Daniel L. Thornton - Product cycles, innovation and relative wages in European countries (repec:fip:fedlwp:1994-022)
by Alison Butler & Michael J. Dueker - Maximum-likelihood estimation of fractional cointegration with application to the short end of the yield curve (repec:fip:fedlwp:1994-027)
by Michael J. Dueker & Richard Startz - Non-monotonic long memory dynamics in black-market premia (repec:fip:fedlwp:1995-003)
by Patrick K. Asea & Michael J. Dueker - Identifying Austria's implicit monetary target: an alternative test of the "hard currency" policy (repec:fip:fedlwp:1995-005)
by Michael J. Dueker & Andreas M. Fischer - Tariffs and asset market structure: some basic comparative dynamics (repec:fip:fedlwp:1995-009)
by Michael J. Dueker - Inflation targeting in a small open economy: empirical results for Switzerland (repec:fip:fedlwp:1995-014)
by Michael J. Dueker & Andreas M. Fischer - Market microstructure effects on the direct measurement of the early exercise premium in exchange-listed options (repec:fip:fedlwp:1996-013)
by Michael J. Dueker & Thomas W. Miller - Do bank loan rates exhibit a countercyclical mark-up? (repec:fip:fedlwp:1997-004)
by Michael J. Dueker & Daniel L. Thornton - Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate (repec:fip:fedlwp:1998-011)
by Michael J. Dueker - A monetary policy feedback rule in Korea's fast-growing economy (repec:fip:fedlwp:1998-014)
by Michael J. Dueker & Gyuhan Kim - European business cycles: new indices and analysis of their synchronicity (repec:fip:fedlwp:1999-019)
by Michael J. Dueker & Katrin Wesche - Aggregate price shocks and financial instability: a historical analysis (repec:fip:fedlwp:2000-005)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks (repec:fip:fedlwp:2000-016)
by Michael J. Dueker & Apostolos Serletis - Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions (repec:fip:fedlwp:2001-012)
by Michael J. Dueker - Aggregate price shocks and financial stability: the United Kingdom 1796-1999 (repec:fip:fedlwp:2001-018)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - Forecasting macro variables with a Qual VAR business cycle turning point index (repec:fip:fedlwp:2001-019)
by Michael J. Dueker & Katrin Wesche - Can Markov switching models predict excess foreign exchange returns? (repec:fip:fedlwp:2001-021)
by Michael J. Dueker & Christopher J. Neely - Fixing Swiss potholes: the importance of improvements (repec:fip:fedlwp:2001-025)
by Michael J. Dueker & Andreas M. Fischer - Stochastic capital depreciation and the comovement of hours and productivity (repec:fip:fedlwp:2002-003)
by Robert Dittmar & Michael J. Dueker & Andreas M. Fischer - Directly measuring early exercise premiums using American and European S&P 500 index options (repec:fip:fedlwp:2002-016)
by Michael J. Dueker & Thomas W. Miller - Business cycle detrending of macroeconomic data via a latent business cycle index (repec:fip:fedlwp:2002-025)
by Michael J. Dueker & Charles R. Nelson - Contemporaneous threshold autoregressive models: estimation, testing and forecasting (repec:fip:fedlwp:2003-024)
by Michael J. Dueker & Martin Sola & Fabio Spagnolo - Non-Markovian regime switching with endogenous states and time-varying state strengths (repec:fip:fedlwp:2004-030)
by Siddhartha Chib & Michael J. Dueker - Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models (repec:fip:fedlwp:2005-057)
by Michael J. Dueker - The practice boundaries of advanced practice nurses: an economic and legal analysis (repec:fip:fedlwp:2005-071)
by Michael J. Dueker & Ada K. Jacox & David E. Kalist & Stephen J. Spurr - The price puzzle and indeterminacy in an estimated DSGE model (repec:fip:fedlwp:2006-025)
by Anatoliy Belaygorod & Michael J. Dueker - Multivariate contemporaneous threshold autoregressive models (repec:fip:fedlwp:2007-019)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - Monetary policy and stock market booms and busts in the 20th century (repec:fip:fedlwp:2007-020)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - Unknown
- Multivariate Markov switching with weighted regime determination: giving France more weight than Finland (repec:fip:fedlwp:2008-001)
by Michael J. Dueker & Martin Sola - Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR (repec:fip:fedlwp:2008-012)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - A Time-Varying Threshold STAR Model with Applications (repec:fip:fedlwp:2010-029)
by Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola - Fractional Integration and Cointegration (repec:fth:washer:93-08)
by Dueker, M. & Startz, R. - The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis (repec:kap:regeco:v:27:y:2005:i:3:p:309-330)
by Michael Dueker & Ada Jacox & David Kalist & Stephen Spurr - Aggregate Price Shocks and Financial Instability: An Historical Analysis (repec:nbr:nberhi:0125)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - Inflation, Monetary Policy and Stock Market Conditions (repec:nbr:nberwo:14019)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - Aggregate Price Shocks and Financial Instability: An Historical Analysis (repec:nbr:nberwo:7652)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - Aggregate Price Shocks and Financial Stability: The United Kingdom 1796-1999 (repec:nbr:nberwo:8583)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - Aggregate Price Shocks and Financial Instability: A Historical Analysis (repec:oup:ecinqu:v:40:y:2002:i:4:p:521-538)
by Michael D. Bordo & Michael J. Dueker & David C. Wheelock - European Business Cycles: New Indices and Their Synchronicity (repec:oup:ecinqu:v:41:y:2003:i:1:p:116-131)
by Michael Dueker & Katrin Wesche - A time-varying threshold STAR model with applications (repec:oup:ooecxx:v:2:y:2023:i::p:63-98.)
by Michael Dueker & Laura E Jackson & Michael T Owyang & Martin Sola - Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting (repec:prt:dpaper:5_2007)
by Michael Dueker & Martin Sola & Fabio Spagnolo - Structural Breaks in Estimated DSGE Models with Indeterminacy (repec:sce:scecf5:357)
by Siddhartha Chib & Michael Dueker & Anatoliy Belaygorod - The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets (repec:szg:worpap:0102)
by Michael Dueker & Andreas Fischer - Stochastic Capital Depreciation and the Comovement of Hours and Productivity (repec:szg:worpap:0201)
by Michael Dueker & Andreas Fischer & Robert D. Dittmar - Fixing Swiss Potholes: The Importance and Cyclical Nature of Improvements (repec:szg:worpap:0301)
by Michael Dueker & Andreas Fischer - Forecasting macro variables with a Qual VAR business cycle turning point index (repec:taf:applec:v:42:y:2010:i:23:p:2909-2920)
by Michael Dueker & Katrin Assenmacher-Wesche - Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR) (repec:taf:quantf:v:14:y:2014:i:12:p:2155-2170)
by Osvaldo C. Silva Filho & Flavio A. Ziegelmann & Michael J. Dueker - Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates (repec:tpr:restat:v:80:y:1998:i:3:p:420-426)
by Michael Dueker & Richard Startz - Fractional Integration and Cointegration (repec:udb:wpaper:93-08)
by Dueker, M. & Startz, R. - Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index (repec:udb:wpaper:uwec-2006-13-p)
by Michael Dueker & Charles Nelson - Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting (repec:udt:wpecon:2006-04)
by Michael Dueker & Martin Sola & Fabio Spagnolo - Multivariate Contemporaneous Threshold Autoregressive Models (repec:udt:wpecon:2009-03)
by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - Contemporaneous-Threshold Smooth Transition GARCH Models (repec:udt:wpecon:2009-06)
by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo - A Time-Varying Threshold STAR Model with Applications (repec:udt:wpecon:2022_04)
by Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola - A Common European Business Cycle: Markov-Switching SUR with Cross-Sectional Weighting (repec:udt:wpecon:2026_05)
by Michael Dueker & Inés Kishkill & Martín Sola - Directly measuring early exercise premiums using American and European S&P 500 Index options (repec:wly:jfutmk:v:23:y:2003:i:3:p:287-313)
by Michael Dueker & Thomas W. Miller Jr.