Search Results - subject:"Nonlinear impulse response"

Which return regime induces overconfidence behavior? : artificial intelligence and a nonlinear approach

Alp Coşkun, Esra; Kahyaoglu, Hakan; Lau, Chi Keung - In: Financial innovation : FIN 9 (2023) 1, pp. 1-34

, nonlinear Granger causality test and nonlinear impulse-response functions based on local projections. These are the first …

Persistent link: https://www.econbiz.de/10014288970

Assessing cryptomarket risks: macroeconomic forces, market shocks and behavioural dynamics

Thelissaint, Josue - 2024

Persistent link: https://www.econbiz.de/10015191777

The hard road to a soft landing : evidence from a (modestly) nonlinear structural model

Verbrugge, Randal; Zaman, Saeed - 2023

Persistent link: https://www.econbiz.de/10014295255

The hard road to a soft landing : evidence from a (modestly) nonlinear structural model

Verbrugge, Randal; Zaman, Saeed - In: Energy economics 123 (2023), pp. 1-27

Persistent link: https://www.econbiz.de/10014476462

Nonlinear responses of consumption to wealth, income, and interest rate shocks

Coskun, Yener; Apergēs, Nikolaos; Alp Coşkun, Esra - In: Empirical economics : a quarterly journal of the … 63 (2022) 3, pp. 1293-1335

Persistent link: https://www.econbiz.de/10013440367

Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model

Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun; Yang, Xiaoguang - In: International review of economics & finance : IREF 72 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012671271

Are there price asymmetries in the US beef market?

Pozo, Veronica F.; Bachmeier, Lance J.; Schroeder, Ted C. - In: Journal of commodity markets 21 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012807719

The asymmetric effects of oil price shocks on the Canadian economy

Donayre, Luiggi; Wilmot, Neil A. - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 2, pp. 167-182

Persistent link: https://www.econbiz.de/10011549719

Semiparametric estimates of monetary policy effects : string theory revisited

Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 371-387

Persistent link: https://www.econbiz.de/10012249147

Solving DSGE models with a nonlinear moving average

Lan, Hong; Meyer-Gohde, Alexander - 2011

We introduce a nonlinear infinite moving average as an alternative to the standard state-space policy function for solving nonlinear DSGE models. Perturbation of the nonlinear moving average policy function provides a direct mapping from a history of innovations to endogenous variables,...

Persistent link: https://www.econbiz.de/10010286434

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