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Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? : a nonlinear cliometric analysis
Damette, Olivier; Jawadi, Fredj; Parent, Antoine - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-18
Persistent link: https://www.econbiz.de/10011966097
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Revisiting the linkages between oil prices and macroeconomy for the euro area : does energy inflation still matter?
Jawadi, Fredj; Cheffou, Abdoulkarim Idi; Bu, Ruijun - In: Energy economics 127 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014487385
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Boundedness and nonlinearities in public debt dynamics: A TAR assessment
Gnegne, Yacouba; Jawadi, Fredj - In: Economic Modelling 34 (2013) C, pp. 154-160
countries: the USA and the UK. To do this, we apply nonlinearity tests and threshold models. While the first tests enable us to … improve the modeling and forecasting of public debt evolution. It is important to note that public debts vary significantly …
Persistent link: https://www.econbiz.de/10010709349
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An Investigation of the Effects of Data Transformation on Nonlinearity
Marrocu, Emanuela - In: Empirical Economics 31 (2006) 4, pp. 801-820
Persistent link: https://www.econbiz.de/10005758364
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The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal; Karolak, Zuzanna; Kwas, Marek; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10012406037
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Financial interval time series modelling and forecasting using threshold autoregressive models
Maciel, Leandro - In: International journal of business innovation and research 19 (2019) 3, pp. 285-303
Persistent link: https://www.econbiz.de/10012108746
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The Current Depth-of-Recession and Unemployment-Rate Forecasts
Parker, Randall E.; Rothman, Philip - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4
Building upon Beaudry and Koop's (1993) analysis, we consider a "current depth of the recession" (CDR) variable in modeling the time-series behavior of the postwar quarterly U.S. unemployment rate. The CDR approach is consistent with the state-dependent behavior in the unemployment rate...
Persistent link: https://www.econbiz.de/10014620807
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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
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Boosting nonlinear predictability of macroeconomic time series
Kauppi, Heikki; Virtanen, Timo - In: International journal of forecasting 37 (2021) 1, pp. 151-170
Persistent link: https://www.econbiz.de/10012692684
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Comparison of near neighbour and neural network in travel forecasting
Olmedo, Elena - In: Journal of forecasting 35 (2016) 3, pp. 217-223
Persistent link: https://www.econbiz.de/10011580270