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Nonlinear dynamics and European GNP
Delli Gatti, Domenico (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10001769697
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Common large innovations across nonlinear time series
Franses, Philip Hans; Paap, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
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Recurrence quantification analysis of business cycles
Orlando, Giuseppe; Zimatore, Giovanna - In: Nonlinearities in economics : an interdisciplinary …, (pp. 269-282). 2021
This chapter is dedicated to describe RQA applications in detecting spatio-temporal recurrent patterns of dynamical regimes of economic time series. Here we investigate the nature of economic dynamics and specifically of business cycles Orlando and Zimatore (Chaos, Solitons Fractals 110:82–94,...
Persistent link: https://www.econbiz.de/10012648047
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Intermittent transition between synchronization and desynchronization in multi-regional business cycles
Esashi, Kunihiko; Onozaki, Tamotsu; Saiki, Yoshitaka; … - In: Structural change and economic dynamics : SC+ED 44 (2018), pp. 68-76
Persistent link: https://www.econbiz.de/10012039794
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Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica; Casarin, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Inference on filtered and smoothed probabilities in Markov-switching autoregressive models
Álvarez, Rocío; Camacho, Maximo; Ruiz Marín, Manuel - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 484-495
Persistent link: https://www.econbiz.de/10012178190
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Ordinary and Markov-switching autoregressive models for firm-level underwriting data
Feng, Frank Y.; Powers, Michael R. - In: Asia-Pacific journal of risk and insurance : APJRI 13 (2019) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10012120658
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Filtering persistent and asymmetric cycles
Donayre, Luiggi - In: The B.E. journal of macroeconomics 23 (2023) 1, pp. 473-495
Persistent link: https://www.econbiz.de/10013556558
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Does non-linearity in exchange rate hold in Nigeria? : evidence from smooth transition autoregressive model
Dada, James Temitope; Olomola, Phillip Akanni; … - In: International journal of monetary economics and finance … 14 (2021) 2, pp. 152-165
Persistent link: https://www.econbiz.de/10012515399