---
title: "Markov-switching model: formula and 13 recent papers"
description: "Markov-switching model was mentioned in 13 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #57 of the 104 equations and models mentioned."
url: https://scholar4ai.com/equations/markov-switching-model
markdown_url: https://scholar4ai.com/equations/markov-switching-model.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "Markov-switching model was mentioned in 13 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #57 of the 104 equations and models mentioned."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:32:25+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Markov-switching model

$$
y_t = \mu_{s_t} + \varepsilon_t,\quad \Pr(s_t = j \mid s_{t-1} = i) = p_{ij}
$$

Lets a model's parameters change with an unobserved regime that follows a Markov chain.

- area: Time series
- 1 papers in the last 7 days
- Names searched for: Markov switching, Markov regime switching, regime switching model

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## Key findings

- Markov-switching model was mentioned in 13 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #57 of the 104 equations and models mentioned.
- By journal category: Finance (6), Economics (4), Management (1), AI (1) and Operations Research (1).
- Most of them appeared in Computational Economics (2), Research in International Business and Finance (2) and International Review of Economics & Finance (2).
- Often mentioned together with Vector autoregression (VAR) (8), GARCH (6) and ARIMA (3).
- Datasets named in the same papers: S&P 500 (4), Economic Policy Uncertainty index (2) and VIX (2).
- From Oct 2023 to Sep 2026, 89 archived papers mentioned Markov-switching model in their title, abstract or keywords, most of them in Oct 2023 (7).

## Mentions over 36 months

*Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 38 | 48 | 3 | 89 |

*Papers mentioning Markov-switching model, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-23 | [Markov-Switching Multifractal Models for High-Frequency Trade Counts](https://doi.org/10.1007/s10614-026-11452-2) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Zhamilya Mussayeva, Karim Moussa | Vrije Universiteit Amsterdam |
| 2026-10-18 | [Forecasting Bitcoin realized volatility under regime switching and delayed mean reversion](https://doi.org/10.1016/j.irfa.2026.105461) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | Zidong Huang, Sidan Wang, Zhong-Wei Liao | Beijing Normal University |
| 2026-10-13 | [Investigating the dependence structure of dirty and clean cryptocurrencies with energy and green assets: Evidence from Markov-switching models](https://doi.org/10.1016/j.ribaf.2026.103672) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Shu‐Han Hsu, Yiwen Yang, Po−Keng Cheng | National Taipei University of Business; National Taiwan Normal University; National Taipei University |
| 2026-10-12 | [State-dependent exchange rate pass-through in Costa Rica: Evidence from an endogenous regime-switching SVAR](https://doi.org/10.1016/j.econmod.2026.107882) | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | Carlos Brenes Soto, Fabio Gómez-Rodríguez | Lehigh University |
| 2026-10-09 | [Stablecoin Peg Fragility and Latent Tail-Risk Regimes: Evidence from Peg Deviations and Supply Contractions](https://doi.org/10.1016/j.iref.2026.105928) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Edson Pindza | University of South Africa |
| 2026-10-05 | [Dynamics of regime and quantile connectedness across new economy markets](https://doi.org/10.1016/j.iref.2026.105940) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Sami Al Kharusi, Rim M. El Khoury, Walid Mensi et al. | Sultan Qaboos University; Lebanese American University; Pusan National University |
| 2026-10-05 | [An innovative approach to stock forecasting: combining LSTM, VMD, and artificial rabbit optimization](https://doi.org/10.1186/s43093-026-00987-3) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Homa Mehtarizadeh, Najme Mansouri, Behnam Mohammad Hasani Zade et al. | Shahid Bahonar University of Kerman |
| 2026-10-03 | [Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures](https://doi.org/10.1007/s10614-026-11430-8) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Jan Maciejowski, Manuele Leonelli | IE University |
| 2026-10-01 | [Media Interpretation, Investor Attention, and Volatility Escalation in Global Financial Markets](https://doi.org/10.1016/j.frl.2026.110956) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Zuzana Janková | Brno University of Technology |
| 2026-10-01 | [The evolution of robo-advisors in FinTech: a global bibliometric and thematic analysis, review and future agenda](https://doi.org/10.1016/j.eswa.2026.134573) | [Expert Systems with Applications](https://scholar4ai.com/journals/expert-systems-with-applications.md) | Falak Khan, Abdullah Al Hejaili, Natalia Kryvinska et al. | National University of Computer and Emerging Sciences; University of Tabuk; Comenius University Bratislava |
| 2026-10-01 | [Adaptive Bayesian very short-term wind power forecasting based on the generalised logit transformation](https://doi.org/10.1016/j.ijforecast.2026.08.002) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | Tao Shen, Jethro Browell, Daniela Castro‐Camilo |  |
| 2026-09-30 | [The Markov switching regime global VAR model (MSR-GVAR)](https://doi.org/10.1007/s00291-026-00874-x) | [OR Spectrum](https://scholar4ai.com/journals/or-spectrum.md) | Giorgos Kotsompolis, Konstantinos Ν. Konstantakis, Panos Xidonas et al. | National Technical University of Athens; University of Piraeus; Hellenic Open University; … |
| 2026-09-29 | [The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs](https://doi.org/10.1016/j.ribaf.2026.103646) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León |

## Cite this page

Scholar4AI. (2026). Markov-switching model. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/markov-switching-model

```bibtex
@misc{scholar4ai-equations-markov-switching-model,
  author = {{Scholar4AI}},
  title = {Markov-switching model},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/markov-switching-model}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).