Recent Econometric Techniques for Macroeconomic and Financial Data

Edited by Gilles Dufrénot () and Takashi Matsuki

in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler

Date: 2021
ISBN: 978-3-030-54252-8
References: Add references at CitEc
Citations: View citations in EconPapers (2)

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Chapters in this book:

Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series

Gilles Dufrénot, Takashi Matsuki and Kimiko Sugimoto

On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?

Antonia López-Villavicencio and Valérie Mignon

A State-Space Model to Estimate Potential Growth in the Industrialized Countries

Thomas Brand, Gilles Dufrénot and Antoine Mayerowitz

Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods

Jun Nagayasu

An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area

Mariam Camarero, Juan Sapena and Cecilio Tamarit

Revisiting Wealth Effects in France: A Double-Nonlinearity Approach

Olivier Damette and Fredj Jawadi

Commodity Prices in Empirical Research

Jean-François Carpantier

Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs

Marcel Aloy, Floris Laly, Sébastien Laurent and Christelle Lecourt

Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries

Yushi Yoshida and Weiyang Zhai

Cycles and Long-Range Behaviour in the European Stock Markets

Guglielmo Maria Caporale, Luis Gil-Alana and Carlos Poza

A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets

Stéphane Goutte and Benjamin Keddad

Typology of Nonlinear Time Series Models

Aditi Chaubal

Pareto Models for Risk Management

Arthur Charpentier and Emmanuel Flachaire

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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymeef:978-3-030-54252-8

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DOI: 10.1007/978-3-030-54252-8

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