Advances in Non-linear Economic Modeling : Theory and Applications

edited by Frauke Schleer-van Gellecom

Non-Linearities Related to the Financial Sector: Mittnik, S., Semmler, W.: Estimating a Banking-Macro Model Using a Multi-Regime VAR -- Martínez-García, E.: U.S. Business Cycles, Monetary Policy and the External Finance Premium -- Gallegati, M.: Early Warning Signals of Financial Stress: A "Wavelet-Based" Composite Indicators Approach -- Non-Linearities in Other Fields of Research: Sandberg, R.: Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models -- Benati, L., Lubik, T.A.: The Time-Varying Beveridge Curve -- Charemza, W., Kharin, Y., Maevskiy, V.: Bilinear Forecast Risk Assessment for Non-Systematic Inflation: Theory and Evidence -- Karimi, M., Voia, M.-C.: Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach.

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Year of publication:	2014
Authors:	Schleer, Frauke
Publisher:	Berlin, Heidelberg : Springer Berlin Heidelberg
Subject:	Wirtschaftsmodell \| Economic model \| Ökonometrisches Modell \| Econometric model \| Nichtlineare Dynamik \| Nonlinear dynamics \| Theorie \| Theory \| Nichtlineares dynamisches System
Description of contents:	Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

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Extent:	Online-Ressource (IX, 262 p. 59 illus, online resource)
Series:	Dynamic Modeling and Econometrics in Economics and Finance ; 17 SpringerLink / Bücher
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Aufsatzsammlung
Language:	English
Notes:	Description based upon print version of record Non-Linearities Related to the Financial Sector: Mittnik, S., Semmler, W.: Estimating a Banking-Macro Model Using a Multi-Regime VARMartínez-García, E.: U.S. Business Cycles, Monetary Policy and the External Finance Premium -- Gallegati, M.: Early Warning Signals of Financial Stress: A "Wavelet-Based" Composite Indicators Approach -- Non-Linearities in Other Fields of Research: Sandberg, R.: Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models -- Benati, L., Lubik, T.A.: The Time-Varying Beveridge Curve -- Charemza, W., Kharin, Y., Maevskiy, V.: Bilinear Forecast Risk Assessment for Non-Systematic Inflation: Theory and Evidence -- Karimi, M., Voia, M.-C.: Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach.
ISBN:	978-3-642-42039-9 ; 978-3-642-42038-2
Other identifiers:	10.1007/978-3-642-42039-9 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014017351