Advances in Non-linear Economic Modeling Theory and Applications /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Schleer-van Gellecom, Frauke (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2014.
• Series: Dynamic Modeling and Econometrics in Economics and Finance, 17
• Subjects: Economic theory.; Econometrics.; Macroeconomics.; Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.

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 mod...

Table of Contents:

• 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.