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impacto económico de la crisis del coronavirus. Segundo, proporciona una narrativa coherente de los principales contribuyentes … weakness of the global economy in real-time. It relies on nonlinear factor models designed to infer recessionary episodes of … measuring the economic effects of coronavirus. Second, it provides a consistent narrative of the main regional contributors of …
Persistent link: https://www.econbiz.de/10012523808
currently available LOF methods for logistic GEE models. A SAS macro was developed to implement the proposed method.Nonlinear … for nonlinear combinations of parameters in a nonlinear model with quantitative predictors. An R package was developed to …
Persistent link: https://www.econbiz.de/10009464058
TGARCH) are also presented in order to investigate the behaviour of theseries. Lastly, linear, asymmetric and non-linear …
Persistent link: https://www.econbiz.de/10009465449
We explore the empirical usefulness of conditional coskewness to explain the cross-section of equity returns. We find that coskewness is an important determinant of the returns to equity, and that the pricing relationship varies through time. In particular we find that when the conditional...
Persistent link: https://www.econbiz.de/10009483388
The bispectrum and third-order moment can be viewed as equivalent tools for testing for the presence of nonlinearity in stationary time series. This is because the bispectrum is the Fourier transform of the third-order moment. An advantage of the bispectrum is that its estimator comprises terms...
Persistent link: https://www.econbiz.de/10009447971
posteriori. The second method is inspired by the dynamical systems theory of shadowing. Making a prediction for a chaotic …
Persistent link: https://www.econbiz.de/10009450747
Persistent link: https://www.econbiz.de/10010353235
housing investment in emerging markets.Furthermore, international interest rate shocks highly correlated with productivity …
Persistent link: https://www.econbiz.de/10009450704
Castro and Coen-Pirani (2008) document that aggregate skilled hours and employment both became more volatile after the mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment and unskilled hours and employment. In chapter 1, I...
Persistent link: https://www.econbiz.de/10009450956