Similar Search Results

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

Persistent link: https://www.econbiz.de/10008668600

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535

Persistent link: https://www.econbiz.de/10010474888

Does the macroeconomy predict UK asset returns in an nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

We perform a comprehensive examination of the recursive, comparative predictive performance of a number of linear and non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STR) regime switching models,...

Persistent link: https://www.econbiz.de/10008990694

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

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

Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks

Motie, Golnaz Baradaran; Zeng, Zheng - In: Applied economics 56 (2024) 42, pp. 4989-5011

Persistent link: https://www.econbiz.de/10014560500

Nonlinear impacts of international business cycles on the UK : a Bayesian smooth transition VAR approach

Gefang, Deborah; Strachan, Rodney W. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009514130

The new Keynesian model and the long-run vertical Phillips curve : does it hold for Germany?

Gottschalk, Jan; Fritsche, Ulrich - 2006

hypothesis necessarily holds in a European country like Germany where hysteretic effects may invalidate it. Inspired by the … rate, unemployment and inflation in West Germany from the early 1960s up to 2004 using a multivariate co …

Persistent link: https://www.econbiz.de/10010426365

The empirical analysis of exchange rate regimes and nonlinear econometrics

Winschel, Viktor - 2005

Persistent link: https://www.econbiz.de/10003300833

New insights into the nonlinearity of Okun's law

Nebot, César; Beyaert, Arielle; García-Solanes, José - In: Economic modelling 82 (2019), pp. 202-210

Persistent link: https://www.econbiz.de/10012202955