Narrow search
Showing 1 - 10 of 91,440
Cover Image
Estimation of nonlinear DSGE models through Laplace based solutions
Baiaman, Elnura; Leon-Gonzalez, Roberto - 2024
Persistent link: https://www.econbiz.de/10015051301
Cover Image
Switching volatility in a nonlinear open economy
Benchimol, Jonathan; Ivashchenko, Sergey - In: Journal of international money and finance 110 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
Cover Image
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Cover Image
Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Cover Image
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Macroeconomic dynamics 22 (2018) 7, pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
Cover Image
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina; Teräsvirta, Timo - In: Econometric reviews 36 (2017) 4, pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Cover Image
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou; Wang, Yubao; Song, Juan - In: Finance research letters 56 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Cover Image
Complementarity and macroeconomic uncertainty
Atkinson, Tyler; Plante, Michael; Richter, Alexander W.; … - 2020
Macroeconomic uncertainty—the conditional volatility of the unforecastable component of a future value of a time series …
Persistent link: https://www.econbiz.de/10012230543
Cover Image
Oil and sovereign credit risk : asymmetric nonlinear dynamic interactions
Ngene, Geoffrey; Wang, Jinghua; Hassan, M. Kabir; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2006-2022
Persistent link: https://www.econbiz.de/10012549863
Cover Image
Nonlinear relationship between exchange rate volatility and economic growth
Phiri, Andrew - 2018
In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above … this 6 percent threshold, volatility exerts an insignificant effect on economic growth. In light of the adoption of a free …
Persistent link: https://www.econbiz.de/10011870188