Search Results - subject:"non–linear models"

Oil prices and exchange rate dynamics : how important is the role of asymmetry and structural breaks?

Fasanya, Ismail Olaleke; Oyewole, Oluwatomisin J.; … - In: Journal of African business 23 (2022) 3, pp. 638-657

Persistent link: https://www.econbiz.de/10013352965

A nash equilibrium for differential games with moving-horizon strategies

Saltari, Enrico; Semmler, Willi; Di Bartolomeo, Giovanni - In: Computational economics 60 (2022) 3, pp. 1041-1054

Persistent link: https://www.econbiz.de/10013380865

Empirical evaluation of weak-form efficient market hypothesis in Ugandan securities exchange

Emenike, Kalu O.; Joseph, Kirabo K. B. - In: Journal of Contemporary Economic and Business Issues 5 (2018) 1, pp. 35-50

context of random walk model, using both linear and non-linear models. The preliminary analysis from the USE daily returns …. Estimates from the linear models show evidence of weak-form efficiency. Conversely, estimates from non-linear models show … evidence against weak-form efficiency of the USE. The study concludes that USE returns may only be predicted using non-linear …

Persistent link: https://www.econbiz.de/10011984751

Empirical evaluation of weak-form efficient market hypothesis in Ugandan securities exchange

Emenike, Kalu O.; Joseph, Kirabo K. B. - In: Journal of contemporary economic and business issues 5 (2018) 1, pp. 35-50

Persistent link: https://www.econbiz.de/10011862219

The effects of government spending over the business cycle : a disaggregated analysis for OECD and non-OECD countries

Konstantinou, Panagiotis; Partheniou, Andromachi - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 809-822

Persistent link: https://www.econbiz.de/10012655706

Monetary and fiscal policy interactions : leeper (1991) redux

Ascari, Guido; Florio, Anna; Gobbi, Alessandro - 2016

Persistent link: https://www.econbiz.de/10011451593

Evaluating the sustainability of Italian public finances

Piergallini, Alessandro; Postigliola, Michele - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012632200

Housing market cycles in large urban areas

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Economic modelling 92 (2020), pp. 257-267

Persistent link: https://www.econbiz.de/10012429682

Estimation of Dynamic Nonlinear Random Effects Models with Unbalanced Panels

Albarrán, Pedro; Carrasco, Raquel; Carro, Jesús M. - Departamento de Economía, Universidad Carlos III de Madrid - 2015

unbalanced panels. Accounting for the unbalancedness is crucial in dynamic non-linear models and it cannot be ignored even if the …

Persistent link: https://www.econbiz.de/10011183648

Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds

De Santis, Roberto A.; Legrenzi, Gabriella; Milas, Costas - 2015

We introduce a non-linear model to study the adjustment of fiscal policy variables in Greece, Ireland, Portugal and Spain over the last 50 years, based on endogenously estimated budget deficit-to-GDP thresholds, which vary with fiscal disequilibria, the economic cycle and financial market...

Persistent link: https://www.econbiz.de/10011605903