Advances in Non-linear Economic Modeling: Theory and Applications

✍ Scribed by Stefan Mittnik, Willi Semmler (auth.), Frauke Schleer-van Gellecom (eds.)

Publisher: Springer-Verlag Berlin Heidelberg
Year: 2014
Tongue: English
Leaves: 268
Series: Dynamic Modeling and Econometrics in Economics and Finance 17
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages I-IX
Front Matter....Pages 1-1
Estimating a Banking-Macro Model Using a Multi-regime VAR....Pages 3-40
U.S. Business Cycles, Monetary Policy and the External Finance Premium....Pages 41-114
Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach....Pages 115-138
Front Matter....Pages 139-139
Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models....Pages 141-166
The Time-Varying Beveridge Curve....Pages 167-204
Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence....Pages 205-232
Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach....Pages 233-262

✦ Subjects

Econometrics; Macroeconomics/Monetary Economics; Economic Theory; Financial Economics

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