000697098 000__ 03447cam\a2200517Ii\4500 000697098 001__ 697098 000697098 005__ 20230306135637.0 000697098 006__ m\\\\\o\\d\\\\\\\\ 000697098 007__ cr\mn\nnnunnun 000697098 008__ 131203t20142014gw\a\\\\ob\\\\000\0\eng\d 000697098 0167_ $$a016646329$$2Uk 000697098 019__ $$a871283547 000697098 020__ $$a9783642420399$$qelectronic book 000697098 020__ $$a3642420397$$qelectronic book 000697098 020__ $$z9783642420382 000697098 020__ $$z3642420389 000697098 02470 $$a10.1007/978-3-642-42039-9$$2doi 000697098 035__ $$aSP(OCoLC)ocn868924615 000697098 035__ $$aSP(OCoLC)868924615$$z(OCoLC)871283547 000697098 040__ $$aE7B$$beng$$erda$$epn$$cE7B$$dOCLCO$$dYDXCP$$dOCLCQ$$dGW5XE$$dOSU$$dUKMGB$$dIDEBK$$dCDX$$dFIE$$dCNSPO$$dN$T$$dCOO 000697098 049__ $$aISEA 000697098 050_4 $$aHB139$$b.A39 2013eb 000697098 08204 $$a330.01/5195$$223 000697098 24500 $$aAdvances in non-linear economic modeling$$h[electronic resource] :$$btheory and applications /$$cFrauke Schleer-van Gellecom, editor. 000697098 264_1 $$aHeidelberg :$$bSpringer,$$c[2014] 000697098 264_4 $$c©2014 000697098 300__ $$a1 online resource (ix, 262 pages) :$$billustrations. 000697098 336__ $$atext$$btxt$$2rdacontent 000697098 337__ $$acomputer$$bc$$2rdamedia 000697098 338__ $$aonline resource$$bcr$$2rdacarrier 000697098 347__ $$atext file$$bPDF$$2rda 000697098 4901_ $$aDynamic modeling and econometrics in economics and finance ;$$vvolume 17 000697098 504__ $$aIncludes bibliographical references. 000697098 5050_ $$aNon-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. 000697098 506__ $$aAccess limited to authorized users. 000697098 520__ $$aIn recent years non-linearities 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 non-linearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential non-linearities 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. 000697098 588__ $$aDescription based on online resource; title from PDF title page (viewed January 13, 2014). 000697098 650_0 $$aEconometrics. 000697098 650_0 $$aMacroeconomics. 000697098 7001_ $$aSchleer-van Gellecom, Frauke,$$eeditor of compilation. 000697098 77608 $$iPrint version:$$z9783642420382 000697098 830_0 $$aDynamic modeling and econometrics in economics and finance ;$$vv. 17. 000697098 85280 $$bebk$$hSpringerLink 000697098 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-642-42039-9$$zOnline Access 000697098 909CO $$ooai:library.usi.edu:697098$$pGLOBAL_SET 000697098 980__ $$aEBOOK 000697098 980__ $$aBIB 000697098 982__ $$aEbook 000697098 983__ $$aOnline 000697098 994__ $$a92$$bISE