Search Results - subject_exact:"Nonlinear regression"

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SMARTboost learning for tabular data

Giordani, Paolo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015425424

Household consumption in Colombia: a nonlinear cointegrating approach

Arango Thomas, Luis Eduardo; Flórez, Luz A.; Posada, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617560

Testing the carbon hysteresis hypothesis in Azerbaijan : evidence from nonlinear unit root tests

Javanshirova, Zuleykha; Mirzayev, Farhad; Babashova, Sakina - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618682

A new model of trend inflation using disaggregates, survey expectations, and uncertainty

Tallman, Ellis W.; Zaman, Saeed - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619060

The productivity paradox of corporate taxation : a nonlinear tale of growth and constraints

Nguyen, Hang T. T. - 2026

This paper investigates the relationship between corporate income tax rates (CITR) and firm-level productivity growth using AMADEUS data of 304,410 observations from 79,842 European firms from 2006 to 2019. The results imply a robust non-linear relationship: higher CITRs are positively...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015586637

Estimating nonlinear intergenerational mobility in China with an analysis of its influencing factors

Cai, Zongwu; Wang, Weitong; Yuan, Jing - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619717

Hybrid productivity, inflation thresholds and monetary policy in a nonlinear multi-country DSGE model of CEMAC

Mvondo, Thierry - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625812

Nonlinear business-cycle anatomy

Brianti, Marco; Forni, Mario; Gambetti, Luca; Granese, … - 2026

Building on a frequency-domain identification within a nonlinear Structural Dynamic Factor Model, we study the nonlinear transmission of demand and supply shocks, the two shocks accounting for the bulk of fluctuations in U.S. macroeconomic variables. Supply shocks propagate symmetrically and are...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015627060

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Nonlinear business-cycle anatomy

Brianti, Marco; Forni, Mario; Gambetti, Luca; Granese, … - 2026

Book / Working Paper

A Majorization-Minimization gLASSO framework for SETAR models : theory, simulation, and application to PM2.5 data

Safira, Dinda Ayu; Kuswanto, Heri; Ahsan, Muhammad; … - 2026

This study proposes an optimized estimation approach for Self-Exciting Threshold Autoregressive (SETAR) models by integrating the Majorization-Minimization Group Least Absolute Shrinkage and Selection Operator (MM-gLASSO) algorithm, with a primary focus on improving forecasting performance in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644048

Threshold effects of CO₂ on sea-ice volume : empirical evidence with data from global circulation models of the Arctic and Antarctic

Escribano, Álvaro; Rodríguez, Juan-Andrés - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015664985

Misleading estimates from nonlinear models with a binary outcome

Meyer, Bruce D.; Wu, Derek - 2026

When estimating nonlinear models for binary outcomes, such as probit and logit models, researchers often rely on average partial effects (APEs) to summarize the effect of a regressor. Because the marginal effect of a variable in these models depends on the values of all other variables, the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666412

New asymptotics applied to functional coefficient regression and climate sensitivity analysis

Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014317586

40 years of empirical evidence of cointegration and nonlinear equilibrium correction in UK money demand since the XIX century

Escribano, Álvaro; Rodríguez, Juan-Andrés; Arranz, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440602

Estimating nonlinear heterogeneous agent models with neural networks

Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015206737

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Estimating nonlinear heterogeneous agent models with neural networks

Kase, Hanno; Melosi, Leonardo; Rottner, Matthias - 2024

Book / Working Paper

Nonlinear estimation of a New Keynesian model with endogenous inflation de-anchoring

Hecker, Dominik; Wolters, Maik H. - 2025

We estimate a New Keynesian model that allows endogenous transitions between a target equilibrium, with inflation fluctuating around the central bank's target and interest rates typically positive, and a low-inflation equilibrium, where the effective lower bound binds and de-anchored...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015548895

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Nonlinear estimation of a New Keynesian model with endogenous inflation de-anchoring

Hecker, Dominik; Wolters, Maik H. - 2025

Book / Working Paper

A robust method to date recessions and compute output gaps : the Portuguese case

Assunção, João; Fernandes, Pedro Afonso - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015332506

Does money matter for predicting overall prices in Albania? : an analysis with recurrent neural network

Vika, Blerina; Vika, Ilir; Xhaja, Denada - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193360

Bayesian analysis for functional coefficient conditional autoregressive range model with applications

Wang, Bin; Qian, Yixin; Yu, Enping - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193856

Using generalized estimating equations to estimate nonlinear models with spatial data

Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196599

Testing for nonlinear cointegration under heteroskedasticity

Hanck, Christoph; Massing, Till Philipp Georg - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196620

A selective survey on mathematical programmings in macroeconomics

Cai, Zongwu; Hu, Jingxian - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386813

Spatial and spatiotemporal volatility models : a review

Otto, Philipp; Doğan, Osman; Taṣpınar, Süleyman; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015463226

Machine learning the macroeconomic effects of financial shocks

Hauzenberger, Niko; Huber, Florian; Klieber, Karin; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015463442

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Machine learning the macroeconomic effects of financial shocks

Hauzenberger, Niko; Huber, Florian; Klieber, Karin; … - 2025

Book / Working Paper

Dynamic analysis of the relationship between economic growth and carbon emissions : a nonlinear and asymmetric approach

Moustafa, Marwa Mohammed Ali; Alomran, Sara Omran - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472430

Strike while the iron is hot : optimal monetary policy with a nonlinear Phillips curve

Karadi, Peter; Nakov, Anton; Nuño, Galo; Pasten, Ernesto; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406880

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Strike while the iron is hot : optimal monetary policy with a nonlinear Phillips curve

Karadi, Peter; Nakov, Anton; Nuño, Galo; Pasten, Ernesto; … - 2024 - This version: September 19, 2024

Edition: This version: September 19, 2024

Book / Working Paper

Strike while the iron is hot : optimal monetary policy with a nonlinear Phillips curve

Karadi, Peter; Nakov, Anton; Nuño, Galo; Pasten, Ernesto; … - 2024 - This version: August 7, 2024

Edition: This version: August 7, 2024

Book / Working Paper

Strike while the iron is hot - optimal monetary policy with a nonlinear Phillips curve

Karadi, Peter; Nakov, Anton; Nuño, Galo; Pasten, Ernesto; … - 2024 - This version: September 30, 2024

Edition: This version: September 30, 2024

Book / Working Paper

Strike while the iron is hot : optimal monetary policy with a nonlinear phillips curve

Karadi, Peter; Nakov, Anton; Nuño, Galo; Pasten, Ernesto; … - 2024

Book / Working Paper

Persistence and nonlinearities in the US Federal Funds rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2025

This paper examines persistence and nonlinearities in the US Federal Funds rate over the period from July 1954 to April 2025 by using fractional integration methods. More precisely, a general model including both deterministic and stochastic components is estimated under alternative assumptions...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407787

The Catalan commercial integration with early modern Europe, 1630-1778

Manera, Carles; Perez-Montiel, Jose; Ozcelebi, Oguzhan; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015411668

Effect of climate-related disasters on consumption : theory and evidence from Bangladesh

Roy, Amit - 2025

As countries grapple with the aftermath of climate-related disasters, the disruptions they inflict on domestic consumption ripple through the fabric of income and price level shocks. The income shock emanates from the adverse effects of such disasters on economic agents, leading to both wage and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015411771

Nonlinear effects of public capital in Japan : a panel threshold regression approach

Tanemoto, Naoto; Takai, Hinami; Miyazaki, Tomomi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436045

A flexible soft nonlinear quantile-based regression model

Hesamian, Gholamreza; Johannssen, Arne; Chukhrova, Nataliya - 2025

There are several models for soft regression analysis in the literature, but relatively few are based on quantiles, and these models are limited to the linear case. As quantile-based regression models offer a series of benefits (like robustness and handling of asymmetric distributions) but have...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437568

Linear and nonlinear econometric models against machine learning models : realized volatility prediction

Kiliç, Rehim - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015438495

Expectations, learning gains, and forecast errors : assessing nonlinearities with a functional coefficient approach

Milani, Fabio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472795

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Expectations, learning gains, and forecast errors : assessing nonlinearities with a functional coefficient approach

Milani, Fabio - 2025

Book / Working Paper

Monetary policy transmission under global versus local geopolitical risk : exploring time-varying granger causality, frequency domain, and nonlinear territory in Tunisia

Trabelsi, Emna - 2025

Using time-varying Granger causality, Neural Networks Nonlinear VAR, and Wavelet Coherence analysis, we evidence the unstable effect of the money market rate on industrial production and consumer price index in Tunisia. The effect is asymmetric and depends on geopolitical risk (low versus high)....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015441260

A projected nonlinear state-space model for forecasting time series signals

Donner, Christian; Mishra, Anuj; Shimazaki, Hideaki - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015441655

Modelling asymmetric and nonlinear features in the natural resource wealth-economic complexity nexus : empirical insights from Nigeria

Olaniyi, Clement Olalekan; Odhiambo, Nicholas M. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015446218

Generative economic modeling

Kase, Hanno; Rottner, Matthias; Stohler, Fabio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611876

Application of the nonlinear splines model to forecast changes in the construction costs index

Kubus, Mariusz; Mach, Łukasz; Misiurski, Przemysław - 2025

The research presents the application of the nonlinear splines model to forecast the construction costs index (CCI), which is an important macroeconomic indicator. Due to the long-term nature of the investments in the construction market, we tested our model in a tenmonth ahead period. Except...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596265

Threshold effects of CO₂ on sea-ice volume : empirical evidence with data from global circulation models of the Arctic and Antarctic

Álvaro, Escribano; Rodríguez, Juan-Andrés - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553385

A Gaussian smooth transition vector autoregressive model : an application to the macroeconomic effects of severe weather shocks

Lanne, Markku; Virolainen, Savi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556717

Unveiling the impact of GDP, population, energy consumption, and trade globalization on the load capacity factor in Türkiye : nonlinear approaches

Çeli̇k, Ali; Güriş, Burak - 2025

It is clear that the climate crisis is having a profound impact on the entire ecosystem. In order to prevent it, it is essential to first identify and address its causes. This study investigates the effects of Gross Domestic Product (GDP), population, primary energy consumption and economic...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591572

HANK on speed : robust nonlinear solutions using automatic differentiation

Böhl, Gregor - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015578319

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HANK on Speed : Robust Nonlinear Solutions using Automatic Differentiation

Böhl, Gregor - 2023

Book / Working Paper

Monetary policy across inflation regimes

Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583101

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Monetary policy across inflation regimes

Gargiulo, Valeria; Matthes, Christian; Petrova, Katerina - 2024

Book / Working Paper

Does household debt affect the size of the fiscal multiplier?

Zurita, Juan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015607091

Single-index quantile factor model with observed characteristics

Xu, Ruofan; Fan, Qingliang - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651206

The inverted Okun's law : evidence from France

Verne, Jean-François - 2025

This study considers the nonlinear relationship between GDP growth and unemployment in France (1975-2024) using a logistic smooth transition regression (LSTR) model. Findings reveal a threshold unemployment rate of 7.93%, above which the traditional Okun's law holds (GDP growth reduces...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015481199

Are hysteresis effects nonlinear?

Di Francesco, Damiano; Carnevale, Omar Pietro - 2025

Do temporary aggregate demand shocks have lasting effects, and are they asymmetric between contractions and expansions? Using U.S. data from 1983:Q1-2019:Q4, we identify demand shocks with potential long-run consequences via a Bayesian SVAR and trace their propagation with nonlinear local...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484227

Beware of large shocks! : a non-parametric structural inflation model

Bobeica, Elena; Holton, Sarah; Huber, Florian; … - 2025

We propose a novel empirical structural inflation model that captures non-linear shock transmission using a Bayesian machine learning framework that combines VARs with non-linear structural factor models. Unlike traditional linear models, our approach allows for non-linear effects at all impulse...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415617