Michael Dueker

• Austria's hard currency policy
• Can markov switching models predict excess foreign exchange returns?
• Contemporaneous threshold autoregressive models
• Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models
• Multivariate contemporaneous threshold autoregressive models
• Multivariate Markov switching with weighted regime determination
• Stochastic capital depreciation and the comovement of hours and productivity?