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Gellecom, Frauke Schleer-van

Advances in Non-linear Economic Modeling

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

117,70€

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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

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

Författare
Utgivare
Springer
Utgivningsår
2014
Språk
en
Utgåva
2014
Serie
Dynamic Modeling and Econometrics in Economics and Finance
Sidantal
9 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9783642420399

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