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Publications by Matthew L. Higgins
A Markov Regime-Switching Model With Time-Varying Transition Probabilities for Identifying Asset Price Bubbles
International Journal of Economics and Finance
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Time-Varying Transition Probabilities for Markov Regime Switching Models
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Asset Allocation With Regime-Switching: Discrete-Time Case
ASTIN Bulletin
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Colombian Economic Growth Under Markov Switching Regimes With Endogenous Transition Probabilities
A Markov Switching Regime Model of Malaysia Property Cycle
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The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts
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Testing for Asset Price Bubbles: Three New Approaches
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A Method for Identifying Non-Gaussian Parametric Model With Time-Varying Coefficients
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From Asset Price Bubbles to Liquidity Traps
