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Instability and nonlinearity in the euro-area Phillips Curve

Musso, Alberto; Stracca, Livio; Dijk, Dick van - In: International journal of central banking : IJCB 5 (2009) 2, pp. 181-212

Persistent link: https://www.econbiz.de/10009521405

Instability and Nonlinearity in the Euro Area Phillips Curve

Musso, Alberto - 2007

This paper provides a comprehensive analysis of the functional form of the euro area Phillips curve over the past three decades. In particular, compared to previous literature we analyse the stability of the relationship in detail, especially as regards the possibility of a time-varying mean of...

Persistent link: https://www.econbiz.de/10012776127

[Rezension von: Mills, Terence C., The econometric modelling of financial time series]

Dijk, Dick van - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 3, pp. 412-413

Persistent link: https://www.econbiz.de/10001508942

Testing for ARCH in the presence of addiative outliers

Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562

Persistent link: https://www.econbiz.de/10001421498

Nonlinear error-correction models for interest rates in the Netherlands

Dijk, Dick van; Franses, Philip Hans - In: Nonlinear econometric modeling in time series : …, (pp. 203-227). 2000

Persistent link: https://www.econbiz.de/10001532229

Time-varying smooth transition autoregressive models

Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - 2000

Persistent link: https://www.econbiz.de/10001464665

Nonlinear time series models in empirical finance

Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10001484071

Smooth transition autoregressive models : a survey of recent developments

Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - 2000

Persistent link: https://www.econbiz.de/10001486254

Unit root tests and asymmetric adjustment : a reassessment

Berben, R.-P.; Dijk, Dick van - 1999

Persistent link: https://www.econbiz.de/10001495407

Outlier detection in the GARCH (1,1) model

Franses, Philip Hans; Dijk, Dick van - 1999

Persistent link: https://www.econbiz.de/10001495849

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