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Threshold autoregression with a unit root
Caner, Mehmet; Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 6, pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
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Bootstrap variance estimation of nonlinear functions of parameters : an application to long-run elasticities of energy demand
Li, Hongyi; Maddala, Gangadharrao S. - In: The review of economics and statistics 81 (1999) 4, pp. 728-733
Persistent link: https://www.econbiz.de/10001437460
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Macroeconomic forecasting and business cycle analysis with nonlinear models
Heinrich, Markus - 2020
Persistent link: https://www.econbiz.de/10012624946
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - In: Macroeconomic dynamics 5 (2001) 4, pp. 621-646
Persistent link: https://www.econbiz.de/10001625178
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Nonlinear permanent - temporary decompositions in macroeconomics and finance
Clarida, Richard H.; Taylor, Mark P. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 125-139
Persistent link: https://www.econbiz.de/10001748266
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398325
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Non-linearities in macroeconomics : evaluation of non-linear time series models
Galvão, Ana Beatriz C. - 2001
Persistent link: https://www.econbiz.de/10001752949
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A nonlinear approach for modeling and forecasting US business cycles
Bouali, Meriam; Nasr, Adnen Ben; Trabelsi, Abdelwahed - In: International economic journal 30 (2016) 1, pp. 39-74
Persistent link: https://www.econbiz.de/10011704432
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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Zanetti Chini, Emilio - In: International journal of forecasting 34 (2018) 4, pp. 711-732
Persistent link: https://www.econbiz.de/10012031089
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Essays on the large dimensional approximate dynamic factor model
Schmid, Frank - 2009
Persistent link: https://www.econbiz.de/10013436419