Pages that link to "Item:Q75802"
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The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):
Displaying 50 items.
- Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models (Q3368231) (← links)
- Stability Analysis of Continuous-Time Macroeconometric Systems (Q3368233) (← links)
- Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP (Q3368234) (← links)
- Should Policy Makers Worry about Asymmetries in the Business Cycle? (Q3368235) (← links)
- Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss (Q3368236) (← links)
- An Approximate Wavelet MLE of Short- and Long-Memory Parameters (Q3368237) (← links)
- Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models (Q3368256) (← links)
- The Formation of Inflation Expectations under Changing Inflation Regimes (Q3368258) (← links)
- Efficient Estimation of Dynamical Systems (Q3368259) (← links)
- Time-to-Expiry Seasonalities in Eurofutures (Q3368262) (← links)
- Estimating ARMA Models Efficiently (Q3368274) (← links)
- Growth, Saving, Financial Markets, and Markov Switching Regimes (Q3368282) (← links)
- Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence (Q3368283) (← links)
- Microeconomic Models for Long Memory in the Volatility of Financial Time Series (Q3368284) (← links)
- Macrostructures in Microeconomic Dynamics (Q3368285) (← links)
- Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space (Q3368286) (← links)
- Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data (Q3368288) (← links)
- Characterizing the Degree of Stability of Non-linear Dynamic Models (Q3368289) (← links)
- Nonlinear Trends and Co-trending in Canadian Money Demand (Q3368291) (← links)
- My Experiences with Nonlinear Dynamic Models in Economics (Q3368292) (← links)
- Tests for Serial Independence and Linearity Based on Correlation Integrals (Q3368293) (← links)
- Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks (Q3368295) (← links)
- Wavelets in Economics and Finance: Past and Future (Q3368296) (← links)
- Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (Q3368297) (← links)
- Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (Q3368298) (← links)
- On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach (Q3368300) (← links)
- Time-Varying Betas Help in Asset Pricing: The Threshold CAPM (Q3368301) (← links)
- The Asymmetric Reverting Property of Stock Returns (Q3368302) (← links)
- An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach (Q3368303) (← links)
- Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle. (Q3368304) (← links)
- Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle (Q3368305) (← links)
- Terror Cycles (Q3368306) (← links)
- Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series (Q3368308) (← links)
- Stochastic Growth with Increasing Returns: Stability and Path Dependence (Q3368309) (← links)
- Globally-Stabilizing Fiscal Policy Rules (Q3368311) (← links)
- A Nonlinear Approach to Forecasting with Leading Economic Indicators (Q3368312) (← links)
- Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series (Q3368313) (← links)
- Testing Serial Independence against Time Irreversibility (Q3368314) (← links)
- Industrial Sector Mode-Locking and Business Cycle Formation (Q3368315) (← links)
- Long Memory Inflationary Dynamics: The Case of Brazil (Q3368316) (← links)
- Determinism in Financial Time Series (Q3368319) (← links)
- Bootstrapping Macroeconometric Models (Q3368320) (← links)
- An Information Theoretic Approach for Estimating Nonlinear Dynamic Models (Q3368321) (← links)
- Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (Q3368322) (← links)
- The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses (Q3368323) (← links)
- Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach (Q3368325) (← links)
- Private Information and High-Frequency Stochastic Volatility (Q3368326) (← links)
- The ARAR Error Model for Univariate Time Series and Distributed Lag (Q3368327) (← links)
- Inferring the Forward Looking Equity Risk Premium from Derivative Prices (Q3368328) (← links)
- An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests (Q3368329) (← links)
