Similar Search Results - EconBiz

Bayesian estimation of volatility with moment-based nonlinear stochastic filters

Grothe, Oliver - 2006

Persistent link: https://www.econbiz.de/10013409325

A general limit theory for nonlinear functionals of nonstationary time series

Wang, Qiying; Phillips, Peter C. B. - 2022

Persistent link: https://www.econbiz.de/10013326692

Nonlinearity induced weak instrumentation

Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712

Persistent link: https://www.econbiz.de/10010363893

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

This study offers a novel examination of the mean-reversion properties of the current account balances, expressed as a percentage of GDP, for the Asian-5 economies: Indonesia, Korea, Malaysia, the Philippines, and Thailand. While prior studies mainly employed traditional unit-root tests, our...

Persistent link: https://www.econbiz.de/10014501140

Modelling the dynamics of long-term bonds with Kalman filter

Mawonike, Romeo; Ikpe, Dennis; Gyamerah, Samuel Asante - In: International journal of bonds and derivatives 4 (2021) 3, pp. 236-257

Persistent link: https://www.econbiz.de/10012612669

Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates

McMillan, David G. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 591-606

Persistent link: https://www.econbiz.de/10003776781

Nonlinear tools for analyzing and forecasting financial time series : an application to US interest rates

Wesner, Nicolas - In: International finance and monetary policy, (pp. 157-186). 2006

Persistent link: https://www.econbiz.de/10003459477

Linear cointegration of nonlinear time series with an application to interest rate dynamics

Jones, Barry E.; Nesmith, Travis D. - 2007

Persistent link: https://www.econbiz.de/10003425995

Nonlinear tools for analyzing and rorecasting financial time series : an application to US interest rates

Wesner, Nicolas - In: Progress in economics research 14 (2008), pp. 111-140

Persistent link: https://www.econbiz.de/10008858867

Linear cointegration of nonlinear time series with an application to interest rate dynamics

Nesmith, Travis D.; Jones, Barry E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009513636

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