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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
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Bootstrapping macroeconometric models
Fair, Ray C. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004150
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Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie; Yu, Philip L. H. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
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Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George; Dionysopoulos, Thomas; Achim, Alin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
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Improving model performance with the integrated wavelet denoising method
Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 445-467
Persistent link: https://www.econbiz.de/10011339420
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Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios; Paccagnini, Alessia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
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Change-points in US business cycle durations
Davig, Troy - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10009513026
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Jump-and-rest effect of US business cycles
Camacho, Maximo; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 4, pp. 1-37
Persistent link: https://www.econbiz.de/10009513647