Markov switching in GARCH processes and mean-reverting stock-market volatility MJ Dueker Journal of Business & Economic Statistics 15 (1), 26-34, 1997 | 543 | 1997 |
Strengthening the Case for the Yield Curve as a Predictor of US Recessions MJ Dueker Federal Reserve Bank of St. Louis Review, 41-51, 1997 | 331 | 1997 |
Aggregate price shocks and financial instability: A historical analysis MD Bordo, MJ Dueker, DC Wheelock Economic Inquiry 40 (4), 521-538, 2002 | 237 | 2002 |
Dynamic forecasts of qualitative variables: a Qual VAR model of US recessions M Dueker Journal of Business & Economic Statistics 23 (1), 96-104, 2005 | 184 | 2005 |
Maximum-likelihood estimation of fractional cointegration with an application to US and Canadian bond rates M Dueker, R Startz Review of Economics and Statistics 80 (3), 420-426, 1998 | 178 | 1998 |
Can Markov switching models predict excess foreign exchange returns? M Dueker, CJ Neely Journal of Banking & Finance 31 (2), 279-296, 2007 | 147 | 2007 |
Modeling dependence dynamics through copulas with regime switching OC da Silva Filho, FA Ziegelmann, MJ Dueker Insurance: Mathematics and Economics 50 (3), 346-356, 2012 | 114 | 2012 |
Are prime rate changes asymmetric? MJ Dueker Review-Federal Reserve Bank of Saint Louis 82 (5), 33-40, 2000 | 85 | 2000 |
Measuring monetary policy inertia in target fed funds rate changes MJ Dueker Federal Reserve Bank of St. Louis Review 81 (Sep), 3-10, 1999 | 74 | 1999 |
Inflation, monetary policy and stock market conditions MD Bordo, MJ Dueker, DC Wheelock National Bureau of Economic Research, 2008 | 70 | 2008 |
Conditional heteroscedasticity in qualitative response models of time series: A Gibbs-sampling approach to the bank prime rate M Dueker Journal of Business & Economic Statistics 17 (4), 466-472, 1999 | 68 | 1999 |
Aggregate price shocks and financial stability: the United Kingdom 1796–1999 MD Bordo, MJ Dueker, DC Wheelock Explorations in Economic History 40 (2), 143-169, 2003 | 65 | 2003 |
Inflation targeting in a small open economy: Empirical results for Switzerland M Dueker, AM Fischer Journal of Monetary Economics 37 (1), 89-103, 1996 | 65 | 1996 |
Do inflation targeters outperform non-targeters? MJ Dueker, AM Fischer Review-Federal Reserve Bank of Saint Louis 88 (5), 431, 2006 | 60 | 2006 |
Assessing dependence between financial market indexes using conditional time-varying copulas: Applications to value at risk (VaR) OC Silva Filho, FA Ziegelmann, MJ Dueker Quantitative Finance 14 (12), 2155-2170, 2014 | 46 | 2014 |
The practice boundaries of advanced practice nurses: an economic and legal analysis MJ Dueker, AK Jacox, DE Kalist, SJ Spurr Journal of Regulatory Economics 27, 309-330, 2005 | 40 | 2005 |
Can nominal GDP targeting rules stabilize the economy? MJ Dueker Review 75, 1993 | 40 | 1993 |
Contemporaneous threshold autoregressive models: estimation, testing and forecasting MJ Dueker, M Sola, F Spagnolo Journal of Econometrics 141 (2), 517-547, 2007 | 37 | 2007 |
Non-Markovian regime switching with endogenous states and time-varying state strengths S Chib, M Dueker FRB of St. Louis Working Paper No, 2004 | 34 | 2004 |
Regime-dependent recession forecasts and the 2001 recession MJ Dueker REVIEW-FEDERAL RESERVE BANK OF SAINT LOUIS 84 (6), 29-36, 2002 | 33 | 2002 |