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Michael Dueker
Michael Dueker
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Title
Cited by
Cited by
Year
Markov switching in GARCH processes and mean-reverting stock-market volatility
MJ Dueker
Journal of Business & Economic Statistics 15 (1), 26-34, 1997
5431997
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
3311997
Aggregate price shocks and financial instability: A historical analysis
MD Bordo, MJ Dueker, DC Wheelock
Economic Inquiry 40 (4), 521-538, 2002
2372002
Dynamic forecasts of qualitative variables: a Qual VAR model of US recessions
M Dueker
Journal of Business & Economic Statistics 23 (1), 96-104, 2005
1842005
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
1781998
Can Markov switching models predict excess foreign exchange returns?
M Dueker, CJ Neely
Journal of Banking & Finance 31 (2), 279-296, 2007
1472007
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
1142012
Are prime rate changes asymmetric?
MJ Dueker
Review-Federal Reserve Bank of Saint Louis 82 (5), 33-40, 2000
852000
Measuring monetary policy inertia in target fed funds rate changes
MJ Dueker
Federal Reserve Bank of St. Louis Review 81 (Sep), 3-10, 1999
741999
Inflation, monetary policy and stock market conditions
MD Bordo, MJ Dueker, DC Wheelock
National Bureau of Economic Research, 2008
702008
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
681999
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
652003
Inflation targeting in a small open economy: Empirical results for Switzerland
M Dueker, AM Fischer
Journal of Monetary Economics 37 (1), 89-103, 1996
651996
Do inflation targeters outperform non-targeters?
MJ Dueker, AM Fischer
Review-Federal Reserve Bank of Saint Louis 88 (5), 431, 2006
602006
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
462014
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
402005
Can nominal GDP targeting rules stabilize the economy?
MJ Dueker
Review 75, 1993
401993
Contemporaneous threshold autoregressive models: estimation, testing and forecasting
MJ Dueker, M Sola, F Spagnolo
Journal of Econometrics 141 (2), 517-547, 2007
372007
Non-Markovian regime switching with endogenous states and time-varying state strengths
S Chib, M Dueker
FRB of St. Louis Working Paper No, 2004
342004
Regime-dependent recession forecasts and the 2001 recession
MJ Dueker
REVIEW-FEDERAL RESERVE BANK OF SAINT LOUIS 84 (6), 29-36, 2002
332002
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