Frauke Schleer-van Gellecom
Springer Berlin Heidelberg
e druk, 2016
9783662524619
Advances in Non-linear Economic Modeling
Theory and Applications
Specificaties
Paperback, blz.
|
Engels
Springer Berlin Heidelberg |
e druk, 2016
ISBN13: 9783662524619
Rubricering
Juridisch
:
Onderdeel van serie
Dynamic Modeling and Econometrics in Economics and Finance
Verwachte levertijd ongeveer 9 werkdagen
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
ISBN13:9783662524619
Taal:Engels
Bindwijze:paperback
Uitgever:Springer Berlin Heidelberg
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>
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