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Yong Song
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Cited by
Year
Components of bull and bear markets: bull corrections and bear rallies
JM Maheu, TH McCurdy, Y Song
Journal of Business & Economic Statistics 30 (3), 391-403, 2012
1092012
Modelling regime switching and structural breaks with an infinite hidden Markov model
Y Song
Journal of Applied Econometrics 29 (5), 825-842, 2014
81*2014
Identifying speculative bubbles using an infinite hidden Markov model
S Shi, Y Song
Journal of Financial Econometrics 14 (1), 159-184, 2015
522015
Oil price shocks and economic growth: The volatility link
JM Maheu, Y Song, Q Yang
International Journal of Forecasting 36 (2), 570-587, 2020
452020
A new structural break model, with an application to Canadian inflation forecasting
JM Maheu, Y Song
International Journal of Forecasting 30 (1), 144-160, 2014
222014
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data
JCC Chan, Y Song
Journal of Money, Credit and Banking 50 (6), 1139-1166, 2018
162018
Markov switching
Y Song, T Woźniak
arXiv preprint arXiv:2002.03598, 2020
122020
Bull and bear markets during the COVID-19 pandemic
JM Maheu, TH McCurdy, Y Song
Finance Research Letters 42, 102091, 2021
112021
An efficient Bayesian approach to multiple structural change in multivariate time series
JM Maheu, Y Song
Journal of Applied Econometrics 33 (2), 251-270, 2018
112018
Sparse change‐point VAR models
A Dufays, Z Li, JVK Rombouts, Y Song
Journal of Applied Econometrics 36 (6), 703-727, 2021
62021
A fast estimation procedure for discrete choice random coefficients demand model
DH Kim, Y Song, H Xu
Applied Economics 49 (58), 5849-5855, 2017
62017
The evolution of ottoman–European market linkages, 1469–1914: Evidence from dynamic factor models
Z Li, L Panza, Y Song
Explorations in Economic History 71, 112-134, 2019
52019
Development and application of hidden Markov models in the Bayesian framework
Y Song
University of Toronto, 2011
52011
Atlantic trade and the decline of conflict in Europe
R Ahsan, L Panza, Y Song
CEPR Discussion Paper No. DP14206, 2019
42019
Identification and Forecasting of Bull and Bear Markets using Multivariate Returns
J Liu, JM Maheu, Y Song
2023
Corrigendum to “Predictability of stock returns and asset allocation under structural breaks”[J. Econometrics 164 (2011) 60–78]
D Pettenuzzo, Y Song, A Timmermann
Journal of Econometrics 227 (2), 513-517, 2022
2022
Oil price shocks and economic growth: The volatility link (vol 36, pg 570, 2020)
JM Maheu, Y Song, Q Yang
INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1324-1324, 2021
2021
Bull and Bear Markets During the COVID-19 Pandemic (preprint)
JM Maheu, TH McCurdy, Y Song
2020
SHANGHAITECH SEM WORKING PAPER SERIES No. 2018-004
JM Maheu, Y Song, Q Yang
2017
In this section
L Panza, JG Williamson, T Burnard
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Articles 1–20