Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Pedro Bação

Soft Landing in a Markov-Switching Economy

Economics Letters

English

Volatility in Asset Prices and Long-Run Wealth Effect Estimates

Economic Modelling

English

Related publications

Business Cycles Synchronization in East Asia: A Markov-Switching Approach

Economic Modelling

English

Markov-Switching Three-Pass Regression Filter

Journal of Business and Economic Statistics

Social Sciences

English

Markov-Switching Three-Pass Regression Filter

SSRN Electronic Journal

English

Bayesian Markov Switching Stochastic Correlation Models

SSRN Electronic Journal

English

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

Manchester School

English

Long Memory With Markov-Switching GARCH

Economics Letters

English

A Markov-Switching Approach to Measuring Exchange Market Pressure

International Journal of Finance and Economics

English

A Markov Switching Regime Model of Malaysia Property Cycle

American Journal of Applied Sciences

Multidisciplinary

English

Soft Landing of a Stock Market Bubble. An Experimental Study

SSRN Electronic Journal

English