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The importance of nonlinearity in reproducing business cycle features
Morley, James C.; Piger, Jeremy Max - In: Nonlinear time series analysis of business cycles, (pp. 75-95). 2006
This paper considers the ability of simulated data from linear and nonlinear time-series models to reproduce features in U.S. real GDP data related to business cycle phases. We focus our analysis on a number of linear ARIMA models and nonlinear Markov-switching models. To determine the timing of...
Persistent link: https://www.econbiz.de/10003309160
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Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000
Persistent link: https://www.econbiz.de/10001532220
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Does budget deficit cause current account deficit in SAARC countries? : a time-series econometric investigation
Datta, Kanchan - In: Optimum size of government intervention : emerging …, (pp. 149-165). 2022
Persistent link: https://www.econbiz.de/10013177136
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Monetary regime switches in the euro area
Avouyi-Dovi, Sanvi; Sahuc, Jean-Guillaume - In: Econometrics : new research, (pp. 217-227). 2012
Persistent link: https://www.econbiz.de/10009614485
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Analysis by structural break cointegration testing for export and import led growth in Turkey
Bayat, Tayfur; Kayhan, Selim; Adıgüzel, Uğur - In: Economic growth : theory and practice, (pp. 76-89). 2018
Persistent link: https://www.econbiz.de/10011996344
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Schätzung einer deutschen Arbeitsnachfragefunktion unter besonderer Berücksichtigung von Strukturbrüchen bei saisonalen Zeitreihen
Reimers, Hans-Eggert - In: Implikationen der Währungsunion für …, (pp. 127-144). 2001
Persistent link: https://www.econbiz.de/10001607086
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Detecting housing price bubbles using panel unit roots tests
Korkmaz, Özge - In: Selected topics in applied econometrics, (pp. 87-115). 2019
Persistent link: https://www.econbiz.de/10012286929
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An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021
Recent developments in inflation and M3 velocity in the euro area have raised serious doubts about the reliability of M3 growth as a pillar of the ECB's monetary policy strategy. We develop a very flexible and comprehensive state-space framework for modeling the velocity of circulation. Our...
Persistent link: https://www.econbiz.de/10012395397
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The South Korean export benchmark : validity of the export-led growth hypothesis
Bakeer, Mayar; Ghoneim, Hebatallah - In: Economics and Finance Readings : Selected Papers from …, (pp. 155-179). 2023
Persistent link: https://www.econbiz.de/10014316801
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A Markov switching model of stock returns: an application to the emerging markets in Central and Eastern Europe
Linne, Thomas - In: East European transition and EU enlargement : a …, (pp. 371-384). 2002
Persistent link: https://www.econbiz.de/10001686533