Pages that link to "Item:Q75802"

The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):

Displaying 50 items.

• A new recognition algorithm for ``head-and-shoulders'' price patterns (Q2691721) (← links)
• Multi-level factor analysis of bond risk premia (Q2691724) (← links)
• Interest rate pass-through: a nonlinear vector error-correction approach (Q2691725) (← links)
• Generating prediction bands for path forecasts from SETAR models (Q2691726) (← links)
• On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables (Q2691728) (← links)
• Flexible Fourier form for volatility breaks (Q2691729) (← links)
• Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
• Nonlinear evidence on the existence of jobless recoveries (Q2691733) (← links)
• Nonlinear Taylor rules: evidence from a large dataset (Q2691734) (← links)
• Time-varying correlations and Sharpe ratios during quantitative easing (Q2691736) (← links)
• Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples (Q2691737) (← links)
• Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics (Q2691738) (← links)
• Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship (Q2691742) (← links)
• Evaluating the impact of the labor market conditions index on labor market forecasts (Q2691744) (← links)
• Introduction: Special issue honoring the contributions of Walter Enders (Q2691745) (← links)
• Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
• The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
• Uncertainty in the housing market: evidence from US states (Q2691751) (← links)
• Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752) (← links)
• Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
• Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
• A simple solution of the spurious regression problem (Q2691758) (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
• A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns (Q2691761) (← links)
• Local/import -- and foreign currency prices: inflation, uncertainty and pass through endogeneity (Q2691763) (← links)
• Regime switching with structural breaks in output convergence (Q2691764) (← links)
• Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis (Q2691767) (← links)
• A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
• A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (Q2691769) (← links)
• The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting (Q2691770) (← links)
• Bayesian subset selection for two-threshold variable autoregressive models (Q2691772) (← links)
• Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market (Q2691774) (← links)
• P-star model for India: a nonlinear approach (Q2691776) (← links)
• Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
• Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE (Q2691780) (← links)
• Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
• Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784) (← links)
• Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
• Modeling time-variation over the business cycle (1960--2017): an international perspective (Q2691788) (← links)
• Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis (Q2691789) (← links)
• An interview with Timo Teräsvirta (Q2691790) (← links)
• Methods for strengthening a weak instrument in the case of a persistent treatment (Q2697015) (← links)
• A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA (Q2697017) (← links)
• A regime switching skew-normal model of contagion (Q2697018) (← links)
• Think again: volatility asymmetry and volatility persistence (Q2697019) (← links)
• A nonlinear model of asset returns with multiple shocks (Q2697021) (← links)
• Investment on human capital in a dynamic contest model (Q2697022) (← links)
• A parametric stationarity test with smooth breaks (Q2697025) (← links)
• Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable? (Q2697027) (← links)
• A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news'' effects (Q2697029) (← links)