Concepedia

Michael J. Dueker

MJ

45

Publications

2.1K

Citations

22

H-Index

1992

Active since

Affiliations

Federal Reserve Bank of St. Louis(Current)

Rutgers, The State University of New Jersey

Federal Reserve

National Bureau of Economic Research

Swiss National Bank

Michael J. Dueker is an author at Federal Reserve Bank of St. Louis specializing in finance, business, and economics.

Top concepts

BusinessFinanceEconomicsMacroeconomicsStatisticsEconometricsMonetary PolicyEconomic AnalysisFinancial EconomicsEngineering

Publications per year

1992–2013

45

Publications

45

Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility

Michael J. Dueker · Journal of Business and Economic Statistics · 1997 · 383 citations

Markov-switching Parameters, Markov Switching, Economics +14

Strengthening the Case for the Yield Curve as a Predictor of U.S. Recessions

Michael J. Dueker · 1997 · 197 citations · Full text

Dynamic Forecasts of Qualitative Variables

Michael J. Dueker · Journal of Business and Economic Statistics · 2004 · 125 citations

Forecasting Methodology, Business Forecasting, Engineering +20

Can Markov switching models predict excess foreign exchange returns?

Michael J. Dueker, Christopher J. Neely · Journal of Banking & Finance · 2006 · 117 citations

Economics, Financial Economics, International Finance +4

Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates

Michael J. Dueker, Richard Startz · The Review of Economics and Statistics · 1998 · 114 citations

Canadian Bond Rates, Volatility Modeling, Term Structure Model +18

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