Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance
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7

(FIVE YEARS 0)

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2

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783642420382, 9783642420399

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models

Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-642-42039-9_4 ◽

2014 ◽

pp. 141-166 ◽

Author(s):

Rickard Sandberg

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Smooth Transition ◽

Least Absolute Deviation ◽

Absolute Deviation ◽

Transition Type

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Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence

Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-642-42039-9_6 ◽

2014 ◽

pp. 205-232

Author(s):

Wojciech W. Charemza ◽

Yuriy Kharin ◽

Vladislav Maevskiy

Keyword(s):

Risk Assessment

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Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach

Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-642-42039-9_3 ◽

2014 ◽

pp. 115-138

Author(s):

Marco Gallegati

Keyword(s):

Early Warning ◽

Financial Stress ◽

Composite Indicators ◽

Warning Signals ◽

Early Warning Signals

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The Time-Varying Beveridge Curve

Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-642-42039-9_5 ◽

2014 ◽

pp. 167-204 ◽

Author(s):

Luca Benati ◽

Thomas A. Lubik

Keyword(s):

Time Varying ◽

Beveridge Curve

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Estimating a Banking-Macro Model Using a Multi-regime VAR

Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-642-42039-9_1 ◽

2014 ◽

pp. 3-40 ◽

Author(s):

Stefan Mittnik ◽

Willi Semmler

Keyword(s):

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Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach

Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-642-42039-9_7 ◽

2014 ◽

pp. 233-262 ◽

Author(s):

Mohammad Karimi ◽

Marcel-Cristian Voia

Keyword(s):

Exchange Rate ◽

Currency Crises ◽

Exchange Rate Regimes ◽

Duration Analysis ◽

Analysis Approach ◽

Capital Account ◽

Capital Account Liberalization

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U.S. Business Cycles, Monetary Policy and the External Finance Premium

Advances in Non-linear Economic Modeling - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-642-42039-9_2 ◽

2014 ◽

pp. 41-114 ◽

Author(s):

Enrique Martínez-García

Keyword(s):

Monetary Policy ◽

Business Cycles ◽

External Finance

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