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Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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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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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
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Short-run dynamics in bank credit : assessing nonlinearities in cyclicality
Bouvatier, Vincent; López-Villavicencio, Antonia; … - In: Economic modelling 37 (2014), pp. 127-136
Persistent link: https://www.econbiz.de/10010417227
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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis
Yang, Yang; Zhao, Zhao - In: Economic modelling 93 (2020), pp. 728-736
Persistent link: https://www.econbiz.de/10012430347
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Modeling China's inflation dynamicsc: an MRSTAR approach
Zhang, Lingxiang - In: Economic modelling 31 (2013), pp. 440-446
Persistent link: https://www.econbiz.de/10009729027
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Nonlinearities or outliers in real exchange rates?
López Villavicencio, Antonia - In: Economic modelling 25 (2008) 4, pp. 714-730
Persistent link: https://www.econbiz.de/10003791268