Search Results - subject:"Non linear Model"

On transformed linear cointegration models

Lin, Yingqian; Tu, Yundong - In: Economics letters 198 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012605792

Does non-linearity in exchange rate hold in Nigeria? : evidence from smooth transition autoregressive model

Dada, James Temitope; Olomola, Phillip Akanni; … - In: International journal of monetary economics and finance … 14 (2021) 2, pp. 152-165

Persistent link: https://www.econbiz.de/10012515399

Global financial interconnectedness : a non-linear assessment of the uncertainty channel

Candelon, Bertrand; Ferrara, Laurent; Joëts, Marc - In: Applied economics 53 (2021) 25, pp. 2865-2887

Persistent link: https://www.econbiz.de/10012517038

Measuring asset market linkages : nonlinear dependence and tail risk

Escanciano, Juan Carlos; Hualde, Javier - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 453-465

Persistent link: https://www.econbiz.de/10012499091

Supervisor support, control over work methods and employee well-being : new insights into nonlinearity from artificial neural networks

Somers, Mark John; Birnbaum, Dee; Casal, Jose - In: International journal of human resource management 32 (2021) 7, pp. 1620-1642

Persistent link: https://www.econbiz.de/10012500230

Non-normal errors or nonlinearity? : performance of unit root tests

Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103

Persistent link: https://www.econbiz.de/10012650385

Threshold regression with a threshold boundary

Yu, Ping; Fan, Xiaodong - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 953-971

Persistent link: https://www.econbiz.de/10012653206

HARK the SHARK : realized volatility modeling with measurement errors and nonlinear dependencies

Buccheri, Giuseppe; Corsi, Fulvio - In: Journal of financial econometrics 19 (2021) 4, pp. 614-649

Persistent link: https://www.econbiz.de/10012654982

Corporate debt and cash decisions : a nonlinear panel data analysis

Chang, Bi-Juan; Hung, Mao-Wei - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 15-37

Persistent link: https://www.econbiz.de/10012656189

Is finance-growth nexus nonlinear? : evidence from linear and nonlinear causality analysis

Sethi, Dinabandhu; Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic growth and financial development : effects of …, (pp. 73-102). 2021

This chapter examines the direction of causality between financial development and economic growth in 44 developed and developing countries for the period of 1965-2016. Using bank-based indicators, our empirical results provide the evidence of linear Granger-causality running from economic...

Persistent link: https://www.econbiz.de/10012792675