Search Results - subject:"Non linear Model"

Strike while the iron is hot : optimal monetary policy with a nonlinear Phillips curve

Karadi, Peter; Nakov, Anton; Nuño, Galo; Pasten, Ernesto; … - 2024 - This version: September 19, 2024

We study the Ramsey optimal monetary policy within the Golosov and Lucas (2007) state-dependent pricing framework. The model provides micro-foundations for a nonlinear Phillips curve: the sensitivity of inflation to activity increases after large shocks due to an endogenous rise in the frequency...

Persistent link: https://www.econbiz.de/10015071168

Semi-parametric single-index predictive regression models with cointegrated regressors

Zhou, Weilun; Gao, Jiti; Harris, David; Kew, Hsein - In: Journal of econometrics 238 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015073842

Network and panel quantile effects via distribution regression

Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 240 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10015075113

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Journal of econometrics 240 (2024) 2, pp. 1-45

Persistent link: https://www.econbiz.de/10015075135

Informality and development : the nonlinear effect

Fotié, Andrée Kenne; Mbratana, Taoufiki - In: Economics letters 234 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015075880

Empirical analysis of the "China-US factor" in stock market linkages

Qian, Huai; Yang, Bingkun; Huang, Weihua - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 6, pp. 1118-1129

Persistent link: https://www.econbiz.de/10014567007

A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis

Furuoka, Fumitaka; Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; … - In: Empirical economics : a quarterly journal of the … 66 (2024) 6, pp. 2471-2499

Persistent link: https://www.econbiz.de/10015048304

Estimation of nonlinear DSGE models through Laplace based solutions

Baiaman, Elnura; Leon-Gonzalez, Roberto - 2024

Persistent link: https://www.econbiz.de/10015049072

The heterogeneous-fleet electric vehicle routing problem with nonlinear charging functions

Wang, Weiquan; Adulyasak, Yossiri; Cordeau, Jean-François - 2024

Persistent link: https://www.econbiz.de/10014483194

Nonlinear transmission of financial shocks : some new evidence

Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - In: Journal of money, credit and banking : JMCB 56 (2024) 1, pp. 5-33

Persistent link: https://www.econbiz.de/10014483200