Switching macroeconomic growth and volatility: Evidence from a mean-variance Markov-switching dynamic factor model

Journal of Economic Dynamics and Control 2026 Open access

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Authors: Catherine Doz, Laurent Ferrara, Pierre-Alain Pionnier
DOI: 10.1016/j.jedc.2026.105410
Cited by: 0

Fields of Study & Subjects

COVID-19 Pandemic Impacts Market Dynamics and Volatility Regional resilience and development

Publication details

Journal / source
Journal of Economic Dynamics and Control
Volume
192
Pages
105410–105410
Publication date
1 September 2026
Language
EN