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  • Search: isPartOf:"Studies in Nonlinear Dynamics & Econometrics"
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Year of publication
Subject
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nonlinearity 31 long memory 20 business cycles 19 cointegration 18 monetary policy 17 GARCH 16 forecasting 16 chaos 15 wavelets 15 bootstrap 12 business cycle 12 regime switching 11 Granger causality 10 Lyapunov exponents 10 asymmetry 10 fractional integration 10 nonlinear dynamics 10 Monte Carlo 9 efficient method of moments 9 threshold autoregression 9 volatility 9 BDS 8 Kalman filter 8 asymmetries 8 electricity markets 8 model selection 8 Bayesian inference 7 economic growth 7 growth 7 interest rates 7 Bootstrap 6 Forecasting 6 GARCH models 6 Markov switching 6 Nonlinearity 6 Volatility 6 conditional heteroskedasticity 6 maximum likelihood 6 nonlinear 6 seasonality 6
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Online availability
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Undetermined 1,152 Free 12
Type of publication
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Article 1,163 Book / Working Paper 1
Subcategories
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Article in journal 1,163
Language
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Undetermined 933 English 231
Author
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Caner, Mehmet 9 Kapetanios, George 9 Proietti, Tommaso 9 Psaradakis, Zacharias 9 Diks, Cees 7 Rothman, Philip 7 Serletis, Apostolos 7 Sola, Martin 7 Basci, Erdem 6 Belaire-Franch, Jorge 6 Chiarella, Carl 6 Gencay, Ramazan 6 Hinich, Melvin 6 Li, Mingliang 6 Milas, Costas 6 Mittnik, Stefan 6 Morana, Claudio 6 Ramsey, James 6 Semmler, Willi 6 Tkacz, Greg 6 Warne, Anders 6 Zellner, Arnold 6 Carl, Chiarella 5 Ramazan Gençay 5 Stevenson, Maxwell 5 Swanson, Norman 5 Tobias, Justin 5 Westerhoff, Frank 5 Boldin, Michael 4 Chen, Yi-Ting 4 Ching-Chuan, Tsong 4 Coakley, Jerry 4 Dagum, Estela 4 Dahl, Christian 4 Dolado, Juan 4 Driffill, John 4 Fabozzi Frank J. 4 Flaschel, Peter 4 Franses, Philip 4 Gallegati, Mauro 4
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Published in...
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Studies in Nonlinear Dynamics & Econometrics 1,163 Forthcoming in: Studies in Nonlinear Dynamics & Econometrics 1
Source
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RePEc 933 Other ZBW resources 230 ECONIS (ZBW) 1
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2022
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Money Growth Variability and Output : Evidence with Credit Card-Augmented Divisia Monetary Aggregates
Liu, Jinan - 2020
We reexamine the effects of the variability of money growth on output, raised by Mascaro and Meltzer (1983), in the era of the increasing use of alternative payments, such as credit cards. Using a bivariate VARMA, GARCH-in-Mean, asymmetric BEKK model, we find that the volatility of the credit...
Persistent link: https://www.econbiz.de/10012836430
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Risk shocks with time-varying higher moments
Dorofeenko, Victor; Lee, Gabriel; Salyer, Kevin; … - 2020
Persistent link: https://www.econbiz.de/10014620663
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Regime-switching cointegration
Markus, Jochmann; Gary, Koop - 2015
Persistent link: https://www.econbiz.de/10011157078
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Factor instrumental variable quantile regression
Jau-er, Chen - 2015
Persistent link: https://www.econbiz.de/10011157079
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Non-parametric estimation of copula parameters: testing for time-varying correlation
Jinguo, Gong; Daimin, Shi; Weiou, Wu; David, McMillan - 2015
Persistent link: https://www.econbiz.de/10011157080
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Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Efthymios, Argyropoulos; Elias, Tzavalis - 2015
Persistent link: https://www.econbiz.de/10011157081
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Efficient bond price approximations in non-linear equilibrium-based term structure models
Andreasen Martin M.; Pawel, Zabczyk - 2015
Persistent link: https://www.econbiz.de/10011157082
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Do monetary policy shocks generate TAR or STAR dynamics in output?
Luiggi, Donayre - 2015
Persistent link: https://www.econbiz.de/10011206903
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