Search Results - subject:"Non‐linear"

Using generalized estimating equations to estimate nonlinear models with spatial data

Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - In: Econometric reviews 44 (2025) 2, pp. 214-242

Persistent link: https://www.econbiz.de/10015196599

Long-term energy demand in Malaysia as a function of energy supply : a comparative analysis of Non-Linear Autoregressive Exogenous Neural Networks and Multiple Non-Linear Regressio...

Bamidele Victor Ayodele; Siti Indati Mustapa; … - In: Energy strategy reviews 38 (2021), pp. 1-13

positive economic growth and sustainable development. In this study, the Non-Linear Autoregressive Exogenous Neural Networks … (NARX) and Multiple Non-Linear Regression (MNLR) models were employed for modeling the final energy demand per capita in … Malaysia. The non-linear relationship between the time-series data such as GDP per capita, population, crude oil supply …

Persistent link: https://www.econbiz.de/10013184517

Superhedging prices of European and American options in a non-linear incomplete market with default

Grigorova, Miryana; Quenez, Marie-Clair; Sulem, Agnès - 2018

in a non-linear incomplete market with default. We present the seller's and the buyer's point of view. The underlying …. The portfolio process follows non-linear dynamics with a non-linear driver …

Persistent link: https://www.econbiz.de/10011957094

Exploring the non-linearity of West Texas Intermediate crude oil price from exchange rate of US dollar and West Texas Intermediate crude oil production

Yang, Yu-Tai; Yang, Tzu-Yi; Chen, Ssu-Han; Tong, Cher-Vinn - In: Energy strategy reviews 41 (2022), pp. 1-10

that the change in price of WTI crude oil showed a non-linear result for its influence on the production of WTI crude oil …

Persistent link: https://www.econbiz.de/10014497448

The non-linear trade-off between return and risk and its determinants

Cotter, John; Salvador, Enrique - 2022

Persistent link: https://www.econbiz.de/10013184750

Impulse response estimation via flexible local projections

Mumtaz, Haroon; Piffer, Michele - 2022

This paper introduces a exible local projection that generalises the model by Jordà (2005) to a non-parametric setting using Bayesian Additive Regression Trees. Monte Carlo experiments show that our BART-LP model is able to capture non-linearities in the impulse responses. Our first application...

Persistent link: https://www.econbiz.de/10013179339

Sovereign uncertainty

Silgado-Gómez, Edgar - 2022

Persistent link: https://www.econbiz.de/10013536473

Asymmetries in the transmission of monetary policy shocks over the business cycle: A Bayesian Quantile Factor Augmented VAR

Velasco, Sofia - 2024

This paper introduces a Bayesian Quantile Factor Augmented VAR (BQFAVAR) to examine the asymmetric effects of monetary policy throughout the business cycle. Monte Carlo experiments demonstrate that the model effectively captures non-linearities in impulse responses. Analysis of aggregate...

Persistent link: https://www.econbiz.de/10015199498

Risk-to buffer: Setting cyclical and structural banks capital requirements through stress tests

Couaillier, Cyril; Scalone, Valerio - 2024

, we integrate a non-linear macroeconomic model and a stress test model. In the macroeconomic model, the severity of the …

Persistent link: https://www.econbiz.de/10015199519

Pareto-Improvements, Welfare Trade-Offs and the Taxation of Couples

Bierbrauer, Felix J.; Boyer, Pierre C.; Peichl, Andreas; … - 2024

We develop a theory of tax reforms for a setting with multi-dimensional heterogeneity amongst taxpayers and multiple economic decisions that are all subject to fixed and variable costs. The theorems in this paper provide a complete characterization of the conditions under which Pareto- or...

Persistent link: https://www.econbiz.de/10015211290