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Energy supply shocks' nonlinearities on output and prices

De Santis, Roberto A.; Tornese, Tommaso - 2023

We use a Bayesian Threshold Vector Autoregression model identified through sign and narrative restrictions to uncover non-linearities in the propagation of energy supply shocks. We find that the transmission of energy supply shocks on consumer prices is stronger in high-inflation regimes,...

Persistent link: https://www.econbiz.de/10014343158

Simple approaches to nonlinear difference-in-differences with panel data

Wooldridge, Jeffrey M. - In: The econometrics journal 26 (2023) 3, pp. C31-C66

Persistent link: https://www.econbiz.de/10014391676

Technical note: dual approach for two-stage robust nonlinear optimization

Ruiter, Frans J. C. T. de; Zhen, Jianzhe; Hertog, Dirk den - In: Operations research 71 (2023) 5, pp. 1794-1799

Persistent link: https://www.econbiz.de/10014393277

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023

Persistent link: https://www.econbiz.de/10014383853

From linear to nonlinear: rethinking inflation dynamics in the Calvo pricing mechanism

Marsal, Ales; Rabitsch, Katrin; Kaszab, Lorant - 2023

Persistent link: https://www.econbiz.de/10014385012

Nonlinearities in the exchange rate pass-through : the role of inflation expectations

Anderl, Christina; Caporale, Guglielmo Maria - In: International economics : a journal published by CEPII … 173 (2023), pp. 86-101

Persistent link: https://www.econbiz.de/10014373714

State-domain change point detection for nonlinear time series regression

Cui, Yan; Yang, Jun; Zhou, Zhou - In: Journal of econometrics 234 (2023) 1, pp. 3-27

Persistent link: https://www.econbiz.de/10014364628

Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework

Kim, Myeong Jun; Park, Sung Y. - In: Applied economics letters 30 (2023) 16, pp. 2245-2251

Persistent link: https://www.econbiz.de/10014364745

Nonlinear risks : a unified framework

Gutiérrez Cubillos, Pablo; Pastén, Roberto - In: Theory and decision : an international journal for … 95 (2023) 1, pp. 11-32

Persistent link: https://www.econbiz.de/10014365162

Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence

Hasanov, Mübariz; Omay, Tolga; Abioglu, Vasif - In: Portuguese economic journal 23 (2024) 3, pp. 355-382

Persistent link: https://www.econbiz.de/10015189387

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