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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
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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
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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
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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
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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
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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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Volatility spillovers and nonlinear dynamics between jet fuel prices and air carrier revenue passenger miles in the US
Adrangi, Bahram; Gritta, Richard D.; Raffiee, Kambiz - In: Review of economics & finance (2013) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10010244116
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The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Sen, Chitrakalpa; Chakrabarti, Gagari - In: Decision 41 (2014) 4, pp. 399-410
Persistent link: https://www.econbiz.de/10010483861
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Kaldor-Kalecki new model on business cycles
Orlando, Giuseppe - In: Nonlinearities in economics : an interdisciplinary …, (pp. 247-268). 2021
deterministic chaos. …
Persistent link: https://www.econbiz.de/10012648046
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An empirical test of Harrod's model
Orlando, Giuseppe; Della Rossa, Fabio - In: Nonlinearities in economics : an interdisciplinary …, (pp. 283-294). 2021
After having illustrated in Chap. 13 the Harrod’s model and a chaotic specification of it, in this Chapter we are going to prove that (1) real data could be obtained by a suitable calibration of model’s parameters, (2) the calibrated model confirms theoretical predictions (Orlando and Della...
Persistent link: https://www.econbiz.de/10012648049