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Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
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Capital mobility in commodity-exporting economies
Polbin, Andrej; Rybak, Konstantin; Zubarev, Andrej - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-10
Persistent link: https://www.econbiz.de/10012406038
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Money growth variability and output : evidence with credit card-augmented Divisia monetary aggregates
Liu, Jinan; Serletis, Apostolos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-11
Persistent link: https://www.econbiz.de/10012406039
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The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos; Bekiros, Stelios; Lucey, Brian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
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A nonlinear model of asset returns with multiple shocks
Kahra, Hannu; Martin, Vance; Sarkar, Saikat - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10012054867
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A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
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An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho; Lee, Sunhyung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
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Flexible HAR model for realized volatility
Audrino, Francesco; Huang, Chen; Okhrin, Ostap - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
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Productivity and unemployment : a scale-by-scale panel data analysis for the G7 countries
Gallegati, Marco; Gallegati, Mauro; Ramsey, James B.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 477-493
Persistent link: https://www.econbiz.de/10011649143
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Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir; Jawadi, Fredj; Sellami, Mohamed - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 47-63
Persistent link: https://www.econbiz.de/10011650219