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Dissecting Tether's nonlinear dynamics during Covid-19
Maiti, Moinak; Grubisic, Zoran; Vukovic, Darko B. - In: Journal of open innovation : technology, market, and … 6 (2020) 4/161, pp. 1-12
estimates fairly suggest that both the threshold autoregression (TAR) and smooth transition autoregressive (STAR) models with …
Persistent link: https://www.econbiz.de/10012389449
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Business cycle non-linearities in UK consumption and production
Öcal, Nadir; Osborn, Denise R. - In: Journal of applied econometrics 15 (2000) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10001465097
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Nonlinear dynamics and European GNP
Delli Gatti, Domenico (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10001769697
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Common large innovations across nonlinear time series
Paap, Richard (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
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Common large innovations across nonlinear time series
Franses, Philip Hans; Paap, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 251-263
Persistent link: https://www.econbiz.de/10009739551
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Intermittent transition between synchronization and desynchronization in multi-regional business cycles
Esashi, Kunihiko; Onozaki, Tamotsu; Saiki, Yoshitaka; … - In: Structural change and economic dynamics : SC+ED 44 (2018), pp. 68-76
Persistent link: https://www.econbiz.de/10012039794
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Nonlinear and complex dynamics in economics
Barnett, William A.; Serletis, Apostolos; Serletis, Demitre - In: Macroeconomic dynamics 19 (2015) 8, pp. 1749-1779
Persistent link: https://www.econbiz.de/10011516304
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Complex dynamics in macroeconomics : a novel approach
Kyrtsou, Catherine; Vorlow, Constantinos E. - In: New trends in macroeconomics : with 38 tables, (pp. 223-238). 2005
Persistent link: https://www.econbiz.de/10003022427
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Nonlinear Dynamics of Conditional Term Premia and Business Cycles
Siddique, Akhtar R. - 1999
The characterization of term premia movements continues to be a puzzle in finance though the term premia are used for return predictability and studying broader economic activity. We analyze the movements of the first and second conditional moments of term premia in a non-linear non- parametric...
Persistent link: https://www.econbiz.de/10012790146
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Recurrence quantification analysis of business cycles
Orlando, Giuseppe; Zimatore, Giovanna - In: Nonlinearities in economics : an interdisciplinary …, (pp. 269-282). 2021
This chapter is dedicated to describe RQA applications in detecting spatio-temporal recurrent patterns of dynamical regimes of economic time series. Here we investigate the nature of economic dynamics and specifically of business cycles Orlando and Zimatore (Chaos, Solitons Fractals 110:82–94,...
Persistent link: https://www.econbiz.de/10012648047