Advances in Non-linear Economic Modeling

Name: Advances in Non-linear Economic Modeling
Author: Frauke Schleer-van Gellecom

Theory and Applications

Specificaties

Gebonden, 262 blz. | Engels

Springer Berlin Heidelberg | 2014e druk, 2013

ISBN13: 9783642420382

Rubricering

Juridisch :

Springer Berlin Heidelberg 2014e druk, 2013 9783642420382

Onderdeel van serie Dynamic Modeling and Econometrics in Economics and Finance

€ 120,99

In winkelwagen

Levertijd ongeveer 9 werkdagen

Gratis verzonden

Samenvatting

In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential nonlinearities in account. Researchers should be aware of applying linear model-types spuriously to problems which include non-linear features. It is indispensable to use the correct model type in order to avoid biased recommendations for economic policy.

Specificaties

ISBN13:9783642420382

Taal:Engels

Bindwijze:gebonden

Aantal pagina's:262

Uitgever:Springer Berlin Heidelberg

Druk:2014

Hoofdrubriek:Economie

Serie:Dynamic Modeling and Econometrics in Economics and Finance

Inhoudsopgave

<p>Non-Linearities Related to the Financial Sector: Mittnik, S., Semmler, W.: Estimating a Banking-Macro Model Using a Multi-Regime VAR.- Martínez-García, E.: U.S. Business Cycles, Monetary Policy and the External Finance Premium.- Gallegati, M.: Early Warning Signals of Financial Stress: A "Wavelet-Based" Composite Indicators Approach.- Non-Linearities in Other Fields of Research: Sandberg, R.: Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models.- Benati, L., Lubik, T.A.: The Time-Varying Beveridge Curve.- Charemza, W., Kharin, Y., Maevskiy, V.: Bilinear Forecast Risk Assessment for Non-Systematic Inflation: Theory and Evidence.- Karimi, M., Voia, M.-C.: Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach.</p>

Het is boekenweek! Tot en met 22 maart krijgt u Piaggio cadeau bij uw bestelling. Bij besteding van tenminste €17,50 aan Nederlandstalige boeken