Narrow search
Showing 91 - 100 of 282
Cover Image
Output and inflation responses to credit shocks : are threshold effects in the euro area?
Calza, Alessandro (contributor); Sousa, João (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10003558953
Cover Image
Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models
Misiorek, Adam (contributor); Trueck, Stefan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10003559010
Cover Image
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica; Casarin, Roberto - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Cover Image
Extracting the cyclical component in hours worked
Bernardi, Mauro; Della Corte, Giuseppe; Proietti, Tommaso - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009521861
Cover Image
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Cover Image
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Cover Image
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin; Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
Cover Image
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George; Dionysopoulos, Thomas; Achim, Alin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Cover Image
Selecting the tuning parameter of the l1 trend filter
Yamada, Hiroshi; Yoon, Gawon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10011431307
Cover Image
Regime-switching cointegration
Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10011311202