Browse by Authors

36455

Song, Yong and Shi, Shuping (2012): Identifying speculative bubbles with an in finite hidden Markov model.

36870

Maheu, John and Song, Yong (2012): A new structural break model with application to Canadian inflation forecasting.

79211

Maheu, John M and Song, Yong (2017): An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series.

80953

Li, Zhuo and Panza, Laura and Song, Yong (2017): The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models.

83779

Maheu, John M and Yang, Qiao and Song, Yong (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

83999

Maheu, John M and Song, Yong and Yang, Qiao (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

104504

Maheu, John M and McCurdy, Thomas H and Song, Yong (2020): Bull and Bear Markets During the COVID-19 Pandemic.

119515

Liu, Jia and Maheu, John M and Song, Yong (2023): Identification and Forecasting of Bull and Bear Markets using Multivariate Returns.