Advances in Non-linear Economic Modeling

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

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