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Gellecom, Frauke Schleer-van

Advances in Non-linear Economic Modeling

Gellecom, Frauke Schleer-van - Advances in Non-linear Economic Modeling, ebook

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ISBN: 9783642420399
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Table of contents

Part I. Non-linearities Related to the Financial Sector

1. Estimating a Banking-Macro Model Using a Multi-regime VAR
Stefan Mittnik, Willi Semmler

2. U.S. Business Cycles, Monetary Policy and the External Finance Premium
Enrique Martínez-García

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

Part II. Non-linearities in Other Fields of Research

4. Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models
Rickard Sandberg

5. The Time-Varying Beveridge Curve
Luca Benati, Thomas A. Lubik

6. Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence
Wojciech W. Charemza, Yuriy Kharin, Vladislav Maevskiy

7. Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach
Mohammad Karimi, Marcel-Cristian Voia

Keywords: Economics/Management Science, Econometrics, Macroeconomics/Monetary Economics, Economic Theory, Financial Economics

Author(s)
Publisher
Springer
Publication year
2014
Language
en
Edition
2014
Series
Dynamic Modeling and Econometrics in Economics and Finance
Category
Economy
Format
Ebook
eISBN (PDF)
9783642420399

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