Advances in non-linear economic modeling [electronic resource] : theory and applications / Frauke Schleer-van Gellecom, editor.
Schleer-van Gellecom, Frauke, editor of compilation.
2014
HB139 .A39 2013eb
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Title Advances in non-linear economic modeling [electronic resource] : theory and applications / Frauke Schleer-van Gellecom, editor.
ISBN 9783642420399 electronic book
3642420397 electronic book
9783642420382
3642420389
Published Heidelberg : Springer, [2014]
Copyright ©2014
Language English
Description 1 online resource (ix, 262 pages) : illustrations.
Item Number 10.1007/978-3-642-42039-9 doi
Call Number HB139 .A39 2013eb
Dewey Decimal Classification 330.01/5195
Summary In 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.
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Digital File Characteristics text file PDF
Source of Description Description based on online resource; title from PDF title page (viewed January 13, 2014).
Added Author Schleer-van Gellecom, Frauke, editor of compilation.
Series Dynamic modeling and econometrics in economics and finance ; v. 17.
Available in Other Form Print version: 9783642420382
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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.

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