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Dynamics between the budget deficit and the government debt in the United States : a nonlinear analysis

Ahmed, Haydory Akbar - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 3, pp. 93-109

Persistent link: https://www.econbiz.de/10012594179

Sentiment-induced regime switching in density forecasts of emerging markets’ exchange rates : calibrated simulation trumps estimated autoregression

Jaworski, Krystian - In: Bank i kredyt 50 (2019) 1, pp. 83-106

Persistent link: https://www.econbiz.de/10012502763

Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector

Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398

Persistent link: https://www.econbiz.de/10011649116

Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules

Zhu, Yanli; Chen, Haiqiang; Lin, Ming - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10012198389

A Specification Search Algorithm for Cointegrated Systems

Mycielski, Jerzy; Kurcewicz, Michal - Society for Computational Economics - SCE - 2004

A specification search algorithm is proposed that aims to assist the user in the process of constructing Vector Error Correction Models. The algorithm automates testing the cointegration rank of the system and performs simplifications based on possible weak exogeneity of some variables....

Persistent link: https://www.econbiz.de/10005537612