Similar Search Results

A nonlinear model of asset returns with multiple shocks

Kahra, Hannu; Martin, Vance; Sarkar, Saikat - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10012054867

Do monetary policy shocks generate TAR or STAR dynamics in output?

Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247

Persistent link: https://www.econbiz.de/10011313585

Disentangling permanent and transitory monetary shocks with a nonlinear taylor rule

Lafuente, Juan Angel; Monfort, Mercedes; Pérez, Rafaela; … - In: Economics : the open-access, open-assessment journal 15 (2021) 1, pp. 150-162

This article provides an estimation method to decompose monetary policy innovations into persistent and transitory … evolution of monetary shocks. This alternative formulation allows us to perform the maximum likelihood estimation for all the …

Persistent link: https://www.econbiz.de/10012887149

The xpected time to cross a threshold and its determinants : A simple and flexible framework

Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: Journal of economic dynamics & control 122 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012666214

Non-linear dimension reduction in factor-augmented vector autoregressions

Klieber, Karin - In: Journal of economic dynamics & control 159 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10014532393

Identification of vector autoregressive models with nonlinear contemporaneous structure

Cordoni, Francesco; Dorémus, Nicolas; Moneta, Alessio - In: Journal of economic dynamics & control 162 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015050285

News shocks : different effects in boom and recession?

Bolboaca, Maria; Fischer, Sarah - 2019 - This version: February, 2019

This paper investigates the nonlinearity in the effects of news shocks about technological innovations. In a maximally … flexible logistic smooth transition vector autoregressive model, state-dependent effects of news shocks are identified based on …

Persistent link: https://www.econbiz.de/10011967392

Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks

Kanazawa, Nobuyuki - In: Journal of macroeconomics 64 (2020), pp. 1-32

Persistent link: https://www.econbiz.de/10012433748

The nonlinear effects of uncertainty shocks

Jackson, Laura; Kliesen, Kevin L.; Owyang, Michael T. - 2018

Persistent link: https://www.econbiz.de/10011950514

Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment

Cepni, Oguzhan; Gupta, Rangan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013188349

1
2
3
4
5
6
7
8
9
10
Next
Last