Advances in Non-linear Economic Modeling

Edited by Frauke Schleer

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

Date: 2014
Edition: 2014
ISBN: 978-3-642-42039-9
References: Add references at CitEc
Citations: View citations in EconPapers (15)

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Chapters in this book:

Estimating a Banking-Macro Model Using a Multi-regime VAR

Stefan Mittnik and Willi Semmler

U.S. Business Cycles, Monetary Policy and the External Finance Premium

Enrique Martínez-García

Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach

Marco Gallegati

Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models

Rickard Sandberg

The Time-Varying Beveridge Curve

Luca Benati and Thomas A. Lubik

Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence

Wojciech Charemza, Yuriy Kharin and Vladislav Maevskiy

Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach

Mohammad Karimi and Marcel Voia

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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymeef:978-3-642-42039-9

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DOI: 10.1007/978-3-642-42039-9

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