Pages that link to "Item:Q75802"

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

Displaying 50 items.

• Financial crisis spread, economic growth and unemployment: a mathematical model (Q6138233) (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
• Unrestricted, restricted, and regularized models for forecasting multivariate volatility (Q6138238) (← links)
• Controlling chaos in New Keynesian macroeconomics (Q6138239) (← links)
• Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions (Q6138242) (← links)
• Expected, unexpected, good and bad aggregate uncertainty (Q6138243) (← links)
• On determination of the number of factors in an approximate factor model (Q6138244) (← links)
• Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)
• Panel data models with two threshold variables (Q6138251) (← links)
• What will drive global economic growth in the digital age? (Q6138252) (← links)
• On the nonlinear relationships between shadow economy and the three pillars of sustainable development: new evidence from panel threshold analysis (Q6138255) (← links)
• Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
• Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression (Q6138257) (← links)
• Approximate Bayesian inference for agent-based models in economics: a case study (Q6553215) (← links)
• Anticipating extreme losses using score-driven shape filters (Q6553216) (← links)
• Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective (Q6553219) (← links)
• The impact of forward guidance and large-scale asset purchase programs on commodity markets (Q6553221) (← links)
• Middle-income traps and complexity in economic development (Q6553222) (← links)
• Bayesian inference for order determination of double threshold variables autoregressive models (Q6553223) (← links)
• Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution (Q6553225) (← links)
• Analysis of heterogeneous duopoly game with information asymmetry based on extrapolative mechanism (Q6553226) (← links)
• Modelling volatility dependence with score copula models (Q6553228) (← links)
• A new test for non-linear hypotheses under distributional and local parametric misspecification (Q6553229) (← links)
• Optimization study of momentum investment strategies under asymmetric power-law distribution of return rate (Q6553230) (← links)
• Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (Q6553231) (← links)
• Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging (Q6553232) (← links)
• Bayesian VARs and prior calibration in times of COVID-19 (Q6645221) (← links)
• On testing for bubbles during hyperinflations (Q6645224) (← links)
• Estimating uncertainty spillover effects across euro area using a regime dependent VAR model (Q6645225) (← links)
• Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility (Q6645226) (← links)
• High dimensional threshold model with a time-varying threshold based on Fourier approximation (Q6645227) (← links)
• Volatility and dependence in cryptocurrency and financial markets: a copula approach (Q6645228) (← links)
• Editorial introduction of the special issue of studies in nonlinear dynamics and econometrics in honor of Herman van Dijk (Q6645229) (← links)
• Challenges and opportunities for twenty first century Bayesian econometricians: a personal view (Q6645230) (← links)
• Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework (Q6645232) (← links)
• Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods (Q6645233) (← links)
• Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)
• Sequential Monte Carlo with model tempering (Q6645235) (← links)
• Modeling corporate CDS spreads using Markov switching regressions (Q6645238) (← links)
• Combining large numbers of density predictions with Bayesian predictive synthesis (Q6645240) (← links)
• Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics (Q6645242) (← links)
• Bayesian reconciliation of return predictability (Q6645244) (← links)
• A dynamic latent-space model for asset clustering (Q6645246) (← links)
• Posterior manifolds over prior parameter regions: beyond pointwise sensitivity assessments for posterior statistics from MCMC inference (Q6645248) (← links)
• Bayesian flexible local projections (Q6645250) (← links)
• Welfare cost of inflation, when credit card transaction services are included among monetary services (Q6645251) (← links)
• Co-jumping of treasury yield curve rates (Q6645253) (← links)
• Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis (Q6645255) (← links)
• Stability in threshold VAR models (Q6645256) (← links)
• Examining the impact of energy policies on \(\mathrm{CO}_2\) emissions with information and communication technologies and renewable energy (Q6645261) (← links)