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Smooth transition regression models in finance

Leppin, Julian Sebastian - 2017

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...

Persistent link: https://www.econbiz.de/10011623746

Economic applications of quantile regression

Fitzenberger, Bernd (ed.); Koenker, Roger (ed.); … - 2002

Persistent link: https://www.econbiz.de/10014012117

News shocks, monetary policy, and amplification effects in New Keynesian macroeconomics

Offick, Sven - 2015

Persistent link: https://www.econbiz.de/10011431930

Uncertainty, investment and growth : the impact of volatility and disaster risk on aggregate investment

Dihle, Hanno - 2019

important but often neglected element of micro- and macroeconomic theory. With the onset of the financial crisis in 2007 and the … of uncertainty in macroeconomic models against the background of the theory of real option values, with a strong focus on …

Persistent link: https://www.econbiz.de/10012144945