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

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