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1980-2008 : the illusion of the perpetual money machine and what it bodes for the future

Sornette, Didier; Cauwels, Peter - In: Risks : open access journal 2 (2014) 2, pp. 103-131

globally. The result has been a succession of bubbles and crashes, including the worldwide stock market bubble and great crash … stock market bubbles, the emerging markets bubbles and crashes in 1994 and 1997, the Long-Term Capital Management (LTCM …) crisis of 1998, the dotcom bubble bursting in 2000, the recent house price bubbles, the financialization bubble via special …

Persistent link: https://www.econbiz.de/10010338039

Nonlinear causality between energy consumption and economic growth by timescale

Kim, Donggeun; Park, Young-Joon - In: Energy strategy reviews 44 (2022), pp. 1-9

Exploring the causal relationship between energy consumption and economic growth is important in energy economics. We performed an empirical re-examination of the causal interactions between these two factors in South Korea. As most previous studies in South Korea overlook the nonlinear behavior...

Persistent link: https://www.econbiz.de/10014513073

Are apparent findings of nonlinearity due to structural instability in economic time series?

Koop, Gary; Potter, Simon M. - 1999

Persistent link: https://www.econbiz.de/10001398335

Are apparent findings of nonlinearity due to structural instability in economic time series?

Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55

Persistent link: https://www.econbiz.de/10001612280

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?

Koop, Gary; Potter, Simon M. - 2006

Many modelling issues and policy debates in macroeconomics depend on whether macroeconomic times series are best characterized as linear or nonlinear. If departures from linearity exist, it is important to know whether these are endogenously generated (as in, e.g., a threshold autoregressive...

Persistent link: https://www.econbiz.de/10014193866

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?

Koop, Gary; Potter, Simon M. - 2001

Many modelling issues and policy debates in macroeconomics depend on whether macroeconomic time series are best characterized as linear or nonlinear. If departures from linearity exist, it is important to know whether these are endogenously generated (as in, e.g. a threshold autoregressive...

Persistent link: https://www.econbiz.de/10014125964

A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve

Escribano, Álvaro; Santos-Martín, M. Teresa; Sipols, … - In: Applied economics 50 (2018) 36, pp. 3966-3978

Persistent link: https://www.econbiz.de/10012060174

Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Macroeconomic dynamics 27 (2023) 1, pp. 203-223

Persistent link: https://www.econbiz.de/10014247362

Are long-run output growth rates falling?

Li, Mengheng; Mendieta-Muñoz, Ivan - 2018

This paper studies the evolution of long-run output and labour productivity growth rates in the G-7 countries during the post-war period. We estimate the growth rates consistent with a constant unemployment rate using time-varying parameter models that incorporate both stochastic volatility and...

Persistent link: https://www.econbiz.de/10011823990

Estimating a time-varying distribution-led regime

Carrillo-Maldonado, Paul; Nikiforos, Michalis - 2022

This paper estimates the distribution-led regime of the US economy for the period 1947-2019. We use a time varying parameter model, which allows for changes in the regime over time. To the best of our knowledge this is the first paper that has attempted to do this. This innovation is important,...

Persistent link: https://www.econbiz.de/10012814160