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Persistent link: https://www.econbiz.de/10014432847

Financial stress, regime switching and macrodynamics

Chen, Pu; Semmler, Willi - In: Nonlinearities in economics : an interdisciplinary …, (pp. 315-335). 2021

Monetary responses to financial stress have recently become an important issue in macroeconomic and policy discussions in the USA as well as in the EU. In this paper, the authors study two regimes of monetary responses. While the fundamentals of an economy are assumed to have a long-run...

Persistent link: https://www.econbiz.de/10012648051

Non-linearity and instability in the Euro area

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Using a hyperbolic cross to solve non-linear macroeconomic models

Dennis, Richard J. - 2021

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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?

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Forecasting time-varying daily betas : a new nonlinear approach

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Forecasting exchange rates using multivariate threshold models

Huber, Florian - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 193-210

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Pretesting for multi-step-ahead exchange rate forecasts with STAR models

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Nonlinear forecasting of Euro Area industrial production using evolutionary approaches

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Robust forecasting of electricity prices : simulations, models and the impact of renewable sources

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