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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
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2
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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3
Estimating uncertainty spillover effects across Euro area using a regime dependent VAR model
Angelini, Giovanni
;
Costantini, Mauro
;
Easaw, Joshy Z.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10014506887
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4
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
5
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
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6
Uncertainty and realized jumps in the pound-dollar exchange rate : evidence from over one century of data
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10014288819
Saved in:
7
A threshold model for the spread
Hatzinikolaou, Dimitris
;
Sarigiannidis, Georgios
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 67-82
Persistent link: https://www.econbiz.de/10014288857
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8
Augmenting the Realized-GARCH : the role of signed-jumps, attenuation-biases and long-memory effects
Papantonis, Ioannis
;
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 171-198
Persistent link: https://www.econbiz.de/10014288888
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9
Controlling chaos in New Keynesian macroeconomics
Barnett, William A.
;
Bella, Giovanni
;
Ghosh, Taniya
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 219-236
Persistent link: https://www.econbiz.de/10014288894
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10
Expected, unexpected, good and bad aggregate uncertainty
Uribe, Jorge
;
Chuliá, Helena
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10014288901
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