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A note on nonlinear cointegration, misspecification, and bimodality

Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731

Persistent link: https://www.econbiz.de/10010363888

Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels

Lee, Chien-chiang; Tsong, Ching-chuan; Lee, Cheng-feng - In: Macroeconomic dynamics 18 (2014) 4, pp. 943-958

Persistent link: https://www.econbiz.de/10010467410

Nonlinearities in the relationship between debt and growth : (no) evidence from over two centuries

Eberhardt, Markus - In: Macroeconomic dynamics 23 (2019) 4, pp. 1563-1585

Persistent link: https://www.econbiz.de/10012127172

Mixture distribution hypothesis and the impact of a Tobin tax on exchange rate volatility : a reassessment

Damette, Olivier - In: Macroeconomic dynamics 20 (2016) 6, pp. 1600-1622

Persistent link: https://www.econbiz.de/10011623396

Optimal public investment, growth, and consumption : evidence from african countries

Fosu, Augustin Kwasi; Getachew, Yoseph Yilma; Ziesemer, … - In: Macroeconomic dynamics 20 (2016) 8, pp. 1957-1986

Persistent link: https://www.econbiz.de/10011685264

A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data

Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012

Persistent link: https://www.econbiz.de/10011590992

Portmanteau tests for linearity of stationary time series

Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262

Persistent link: https://www.econbiz.de/10012180732

Robust inference for predictability in smooth transition predictive regressions

Kiliç, Rehim - In: Econometric reviews 37 (2018) 6/10, pp. 1067-1094

Persistent link: https://www.econbiz.de/10012040538

The Nonlinear Dynamics of Output and Unemployment in the US

Altissimo, Filippo; Violante, Giovanni L - C.E.P.R. Discussion Papers - 2000

This paper studies the joint dynamics of US output and unemployment rates in a nonlinear VAR model. The nonlinearity is …

Persistent link: https://www.econbiz.de/10005791372

Nonlinearities in the Oil Price-Output Relationship

Kilian, Lutz; Vigfusson, Robert J. - C.E.P.R. Discussion Papers - 2011

It is customary to suggest that the asymmetry in the transmission of oil price shocks to real output is well established. Much of the empirical work cited as being in support of asymmetries, however, has not directly tested the hypothesis of an asymmetric transmission of oil price innovations....

Persistent link: https://www.econbiz.de/10008784725