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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Dufrénot, Gilles"
~person:"Hinich, Melvin J."
~person:"Pavlidis, Efthymios G."
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Dufrénot, Gilles
Hinich, Melvin J.
Pavlidis, Efthymios G.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
School of Economics discussion papers series
1
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13
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1
Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca
;
Castro, Vítor
;
Dufrénot, Gilles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
Saved in:
2
The spurious effect of ARCH errors on linearity tests : a theoretical note and an alternative maximum likelihood approach
Pavlidis, Efthymios G.
;
Tsionas, Efthymios G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011897447
Saved in:
3
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
4
Introduction: recent developments of switching models for financial data
Dufrénot, Gilles
;
Jawadi, Fredj
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10011650239
Saved in:
5
Special issue: recent developments of switching models for financial data
Dufrénot, Gilles
(
ed.
);
Jawadi, Fredj
(
ed.
)
-
2017
Persistent link: https://www.econbiz.de/10011650347
Saved in:
6
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
Saved in:
7
A smooth transition long-memory model
Aloy, Marcel
;
Dufrénot, Gilles
;
Lai-Tong, Charles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 281-296
Persistent link: https://www.econbiz.de/10009740335
Saved in:
8
Special Issue: Second International Symposium in Computational Economics and Finance
Dufrénot, Gilles
(
contributor
)
-
2013
Persistent link: https://www.econbiz.de/10009740763
Saved in:
9
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10010118271
Saved in:
10
A smooth transition long-memory model
Aloy, Marcel
;
Dufrénot, Gilles
;
Tong, Charles Lai
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 281-296
Persistent link: https://www.econbiz.de/10010118272
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