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Interest rate effects of budget deficits : new evidence from the US
Reitschuler, Gerhard; Sendlhofer, Rupert - In: The empirical economics letters : a monthly … 15 (2016) 7, pp. 667-674
Persistent link: https://www.econbiz.de/10011655799
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Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? : a nonlinear cliometric analysis
Damette, Olivier; Jawadi, Fredj; Parent, Antoine - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-18
Persistent link: https://www.econbiz.de/10011966097
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Revisiting the linkages between oil prices and macroeconomy for the euro area : does energy inflation still matter?
Jawadi, Fredj; Cheffou, Abdoulkarim Idi; Bu, Ruijun - In: Energy economics 127 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014487385
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Modeling and Predicting the EUR/USD Exchange Rate: The Role of Nonlinear Adjustments to Purchasing Power Parity
Cuaresma, Jesús Crespo; Orthofer, Anna - In: Monetary Policy & the Economy (2010) 2, pp. 64-76
alternative nonlinear formulations outperform them for forecasting purposes. We find that the theory of nonlinear adjustment to …
Persistent link: https://www.econbiz.de/10008527035
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Boundedness and nonlinearities in public debt dynamics: A TAR assessment
Gnegne, Yacouba; Jawadi, Fredj - In: Economic Modelling 34 (2013) C, pp. 154-160
countries: the USA and the UK. To do this, we apply nonlinearity tests and threshold models. While the first tests enable us to … improve the modeling and forecasting of public debt evolution. It is important to note that public debts vary significantly …
Persistent link: https://www.econbiz.de/10010709349
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An Investigation of the Effects of Data Transformation on Nonlinearity
Marrocu, Emanuela - In: Empirical Economics 31 (2006) 4, pp. 801-820
Persistent link: https://www.econbiz.de/10005758364
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The role of the threshold effect for the dynamics of futures and spot prices of energy commodities
Rubaszek, Michal; Karolak, Zuzanna; Kwas, Marek; Uddin, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10012406037
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Financial interval time series modelling and forecasting using threshold autoregressive models
Maciel, Leandro - In: International journal of business innovation and research 19 (2019) 3, pp. 285-303
Persistent link: https://www.econbiz.de/10012108746
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The Current Depth-of-Recession and Unemployment-Rate Forecasts
Parker, Randall E.; Rothman, Philip - In: Studies in Nonlinear Dynamics & Econometrics 2 (1998) 4
Building upon Beaudry and Koop's (1993) analysis, we consider a "current depth of the recession" (CDR) variable in modeling the time-series behavior of the postwar quarterly U.S. unemployment rate. The CDR approach is consistent with the state-dependent behavior in the unemployment rate...
Persistent link: https://www.econbiz.de/10014620807
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Forecasting spanish unemployment using near neighbour and neural net techniques
Olmedo, Elena - In: Computational economics 43 (2014) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10010249708