Michael J. Dueker - Central Bank Research Hub

Papers by year: All | 2010 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

A Time-Varying Threshold STAR Model of Unemployment and the Natural Rate

St Louis Fed Working Papers [View] (Paper: 2010-029, 21.09.2010)

Inflation, Monetary Policy and Stock Market Conditions

St Louis Fed Working Papers [View] (Paper: 2008-012, 06.05.2008)

JEL: E31, E52, G12, N12, N22

Multivariate Markov Switching With Weighted Regime Determination: Giving France More Weight than Finland

St Louis Fed Working Papers [View] (Paper: 2008-001, 02.04.2008)

JEL: C22, C25, F42

Comment on Harding and Pagan 'The Econometric Analysis of Some Constructed Binary Time Series'

St Louis Fed Working Papers [View] (Paper: 2007-054, 28.12.2007)

JEL: C35, E32, E37

Multivariate Contemporaneous Threshold Autoregressive Models

St Louis Fed Working Papers [View] (Paper: 2007-019, 01.06.2007)

JEL: C32, G12

Monetary Policy and Stock Market Booms and Busts in the 20th Century

St Louis Fed Working Papers [View] (Paper: 2007-020, 01.06.2007)

JEL: E30, E52, G18, N10, N20

Timing Transitions Between Determinate and Indeterminate Equilibria in an Empirical DSGE Model: Benefits and Implications

St Louis Fed Working Papers [View] (Paper: 2006-025, 20.04.2006)

The Practice Boundaries of Advanced Practice Nurses: An Economic and Legal Analysis

St Louis Fed Working Papers [View] (Paper: 2005-071, 30.11.2005)

JEL: C15, C35, K31

Kalman Filtering with Truncated Normal State Variables for Bayesian Estimation of Macroeconomic Models

St Louis Fed Working Papers [View] (Paper: 2005-057, 27.07.2005)

JEL: C32, C35, E37

Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths

St Louis Fed Working Papers [View] (Paper: 2004-030, 05.11.2004)

JEL: C22, C25, F42

Papers by year: All | 2010 | 2008 | 2007 | 2006 | 2005 | 2004