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Time-varying persistence of infllation : evidence from a wavelet-based approach
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10011755461
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A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca; Viroli, Cinzia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
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VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna; Wróblewska, Justyna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
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Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson; Ventosa-Santaulària, Daniel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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Estimation of long memory in volatility using wavelets
Kraicová, Lucie; Baruník, Jozef - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
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Flexible Fourier form for volatility breaks
Li, Jing; Enders, Walter - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
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Nonlinear evidence on the existence of jobless recoveries
Bradley, Michael D.; Jansen, Dennis W. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011886603
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Testing for a unit root against ESTAR stationarity
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
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Markov-switching quantile autoregression : a Gibbs sampling approach
Liu, Xiaochun; Luger, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011897360
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Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011897378