Pages that link to "Item:Q75802"

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

Displaying 50 items.

• Semi-Parametric Forecasting of Realized Volatility (Q5881610) (← links)
• Debt Sustainability in Selected Euro Area Countries: Empirical Evidence Estimating Time-Varying Parameters (Q5881611) (← links)
• Purchasing Power Parity Analyzed from a Continuous-Time Model (Q5881612) (← links)
• International Output Convergence, Breaks, and Asymmetric Adjustment (Q5881613) (← links)
• Extracting the Cyclical Component in Hours Worked (Q5881615) (← links)
• Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions (Q5881616) (← links)
• Early Detection Techniques for Market Risk Failure (Q5881617) (← links)
• Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis (Q5881618) (← links)
• A Computationally Practical Robust Simulation Estimator for Dynamic Panel Tobit Models (Q5881619) (← links)
• Panel Cointegration Rank Testing with Cross-Section Dependence (Q5881621) (← links)
• Constrained k-class Estimators in the Presence of Weak Instruments (Q5881622) (← links)
• Stages of Economic Development in an Innovation-Education Growth Model (Q5881623) (← links)
• Band-Limited Stochastic Processes in Discrete and Continuous Time (Q5881624) (← links)
• Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty (Q5881625) (← links)
• Asymmetric Unemployment Rate Dynamics in Australia (Q5881628) (← links)
• Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges (Q5881630) (← links)
• Flexible Modelling of Duration of Unemployment Using Functional Hazard Models and Penalized Splines: A Case Study Comparing Germany and the UK (Q5881632) (← links)
• The Pricing of Time-Varying Exchange Rate Risk in the Stock Market: A Nonparametric Approach (Q5881633) (← links)
• Introduction to the Current Issue (Q5881634) (← links)
• How Much Should a Nation Save? A New Answer (Q5881635) (← links)
• Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies (Q5881637) (← links)
• Expectations Dynamics: Policy, Announcements and Limits to Dynamic Inconsistency (Q5881638) (← links)
• Routes to Complexity Induced by Constraints in Cournot Oligopoly Games with Linear Reaction Functions (Q5881639) (← links)
• Technological Adoption with Imperfect Markets in the Italian Economy (Q5881640) (← links)
• The Macrodynamics of External Overborrowing and Systemic Instability in a Small Open Economy (Q5881643) (← links)
• The Convergence of Economic Developments (Q5881644) (← links)
• Continuous-Tme Econometrics of Structural Models (Q5881645) (← links)
• Economic Stability and the Choice of the Target Inflation Index (Q5881646) (← links)
• Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models (Q5881647) (← links)
• Borrowing Constraints and House Price Dynamics: The Case of Large Shocks (Q5881649) (← links)
• A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences (Q5881651) (← links)
• A New Forecasting Model for USD/CNY Exchange Rate (Q5881652) (← links)
• A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis (Q5881653) (← links)
• On the Interrelation of Capital and Labor Adjustment Costs at the Firm Level (Q5881654) (← links)
• Introduction to the Current Issue (Q5881655) (← links)
• An Experimental Study on Expectations and Learning in Overlapping Generations Models (Q5881656) (← links)
• Asset Pricing with Heterogeneous Investment Horizons (Q5881657) (← links)
• The Fiscal Cost of Financial Instability (Q5881658) (← links)
• Microfounded Animal Spirits in the New Macroeconomic Consensus (Q5881659) (← links)
• Identification of Interaction Effects in Survey Expectations: A Cautionary Note (Q5881660) (← links)
• Heterogeneous Learning Dynamics and Speed of Convergence (Q5881661) (← links)
• Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations (Q5881662) (← links)
• Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications (Q5881663) (← links)
• Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data (Q5881665) (← links)
• Predicting Stock Returns Using a Variable Order Markov Tree Model (Q5881666) (← links)
• How Do You Make A Time Series Sing Like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition (Q5881668) (← links)
• The Transitional Dynamics of an Endogenous Growth Model: Generalizing Production Functions (Q5881669) (← links)
• Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity (Q5881670) (← links)
• Forecast uncertainty and the Bank of England’s interest rate decisions (Q5881672) (← links)
• A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series (Q5881673) (← links)