Blar i Handelshøyskolen BI på emneord "Markov-switching"
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Nowcasting industrial production using linear and non-linear models of electricity demand
(Peer reviewed; Journal article, 2023)This article proposes different modelling approaches which exploit electricity market data to nowcast industrial production. Our models include linear, mixed-data sampling (MIDAS), Markov-Switching (MS) and MS-MIDAS ... -
On the China factor in international oil markets: A regime switching approach
(CAMP Working Paper Series Paper;11/2018, Working paper, 2018)We investigate the relationship between world oil markets and China's macroeconomic performance over the past two decades. Our analysis starts by proposing a simple method for disentangling real economic activity stemming ...