Predicting Markov volatility switches using monetary policy variables

C-Tier
Journal: Economics Letters
Year: 2007
Volume: 95
Issue: 1
Pages: 110-116

Authors (3)

Sola, Martin (Universidad Torcuato Di Tella) Spagnolo, Fabio Spagnolo, Nicola

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:95:y:2007:i:1:p:110-116
Journal Field
General
Author Count
3
Added to Database
2026-01-29