Gellecom, Frauke Schleer-van
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
Nyckelord: Economics/Management Science, Econometrics, Macroeconomics/Monetary Economics, Economic Theory, Financial Economics
- Författare
- Gellecom, Frauke Schleer-van
- 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