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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 8.

6 February 2012

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

22 February 2012

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

6 January 2017

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

May 2017

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

2018

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

January 2018

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

November 2020

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

2023

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

This list was generated on Sat Apr 20 15:50:07 2024 CEST.
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