On interpreting the regression discontinuity design as a local experiment -- Identification and estimation using a density discontinuity approach -- The deterremce effect of prison: dynamic theory and evidence -- An overview of geographically disontinuous treatment assignments with an...

Bootstrap; Europäische Währungsunion; Frühwarnsystem; Makroökonomische Ungleichgewichte; Makroökonomische Überwachung; Penalized Splines; Risikoprämien auf Staatsschulden; Staatsschuldenkrise; Semiparametrische Regression; Signalansatz

This thesis covers the further development of smooth transition regression models and their applications in finance. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications. Usually, smooth transition regression models are used with...