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Nonlinear GARCH models for highly persistent volatility

Lanne, Markku; Saikkonen, Pentti - 2002

Persistent link: https://www.econbiz.de/10001668610

Infrastructure spending and economic growth: time series evidence on a non-linear relationship for Germany

Neumann, Thorsten - 2001

Persistent link: https://www.econbiz.de/10001591601

Nonlinear Credit Dynamics, Regime Switches in the Output Gap and Supervisory Shocks

Lucidi, Francesco Simone - 2019

Over the last two decades the intensity of credit standards' tightening during economic contractions has exceeded their easing during expansions among euro area banks. This mechanism is fed by the boom-bust cycle of credit that, as much research has shown, is linked to financial instability with...

Persistent link: https://www.econbiz.de/10012865060

Identification and Estimation of the Environmental Kuznets Curve : Pairwise Differencing to Deal with Nonlinearity and Nonstationarity

Sen, Suphi - 2016

We propose an estimation strategy that accounts for two major problems raised in the empirical literature testing for … problems. Second, we apply nonlinear-nonstationary parametric and non-parametric estimation techniques to estimate the pairwise … differenced regressions, since panel unit root tests indicate that our income and emission series are integrated of order one. Our …

Persistent link: https://www.econbiz.de/10012993697