Advances in Non-Linear Economic Modeling: Theory and Applications

Book Overview

Non-Linearities Related to the Financial Sector: Mittnik, S., Semmler, W.: Estimating a Banking-Macro Model Using a Multi-Regime VAR.- Mart?nez-Garc?a, 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.

• Format: Hardcover
• Language: English
• ISBN: 3642420389
• ISBN13: 9783642420382
• Release Date: December 2013
• Publisher: Springer
• Length: 262 Pages
• Weight: 1.23 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"