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Nonlinearity in investment grade Credit Default Swap (CDS) indices of US and Europe : evidence from BDS and close-returns tests

Madhavan, Vinodh - In: Global finance journal 24 (2013) 3, pp. 266-279

Persistent link: https://www.econbiz.de/10010345899

Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?

Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673

test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur. … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …

Persistent link: https://www.econbiz.de/10014608718

Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach

Florian Heitger - 2010

Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...

Persistent link: https://www.econbiz.de/10009428980

Volatility activity : specification and estimation

Todorov, Viktor; Tauchen, George Eugene; Grynkiv, Iaryna - In: Journal of econometrics 178 (2014) 1, pp. 180-193

Persistent link: https://www.econbiz.de/10010255447

Regression discontinuity designs with unknown discontinuity points : testing and estimation

Porter, Jack; Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 132-147

Persistent link: https://www.econbiz.de/10011502510

A structural econometric analysis of the informal sector heterogeneity

Nguimkeu, Pierre - In: Journal of development economics 107 (2014), pp. 175-191

Persistent link: https://www.econbiz.de/10010476922

Kernel-based testing with skewed and heavy-tailed data : evidence from a nonparametric test for heteroskedasticity

Henderson, Daniel J.; Sheehan, Alice - In: Economics letters 172 (2018), pp. 8-11

Persistent link: https://www.econbiz.de/10012022060

The Good, the bad, and the ugly: an inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - 2004

This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses them to study the causes and nature of endogenous credit cycles. The basic model has two types of projects: the Good and the Bad. The Bad is highly productive, but, unlike the Good, it...

Persistent link: https://www.econbiz.de/10010266314

The edge of chaos : financial booms, bubbles, crashes, and chaos

Cohen, Bernice - 1997

Persistent link: https://www.econbiz.de/10000596826

The Euro/Dollar exchange rate : chaotic or non-chaotic? : a continuous time model with heterogeneous beliefs

Federici, Daniela; Gandolfo, Giancarlo - In: Journal of economic dynamics & control 36 (2012) 4, pp. 670-681

Persistent link: https://www.econbiz.de/10009554322

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