| Vorliegende Sprache |
eng |
| Hinweise auf parallele Ausgaben |
39672955X Druckausg.: ‡Advances in non-linear economic modeling |
| ISBN |
978-3-642-42038-2 |
| Name |
Schleer, Frauke |
| T I T E L |
Advances in Non-linear Economic Modeling |
| Zusatz zum Titel |
Theory and Applications |
| Verlagsort |
Berlin, Heidelberg ; s.l. |
| Verlag |
Springer Berlin Heidelberg |
| Erscheinungsjahr |
2014 |
| 2014 |
| Umfang |
Online-Ressource (IX, 262 p. 59 illus, online resource) |
| Reihe |
Dynamic Modeling and Econometrics in Economics and Finance ; 17 |
| Notiz / Fußnoten |
Description based upon print version of record |
| Weiterer Inhalt |
Non-Linearities Related to the Financial Sector: Mittnik, S., Semmler, W.: Estimating a Banking-Macro Model Using a Multi-Regime VARMartínez-García, E.: U.S. Business Cycles, Monetary Policy and the External Finance Premium -- Gallegati, M.: Early Warning Signals of Financial Stress: A "Wavelet-Based" Composite Indicators Approach -- Non-Linearities in Other Fields of Research: Sandberg, R.: Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models -- Benati, L., Lubik, T.A.: The Time-Varying Beveridge Curve -- Charemza, W., Kharin, Y., Maevskiy, V.: Bilinear Forecast Risk Assessment for Non-Systematic Inflation: Theory and Evidence -- Karimi, M., Voia, M.-C.: Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach. |
| Titelhinweis |
Druckausg.: ‡Advances in non-linear economic modeling |
| ISBN |
ISBN 978-3-642-42039-9 |
| Klassifikation |
KCH |
| BUS021000 |
| *91-06 |
| 91Bxx |
| 00B15 |
| 330.015195 |
| HB139-141 |
| QH 234 |
| Kurzbeschreibung |
Non-Linearities Related to the Financial Sector: Mittnik, S., Semmler, W.: Estimating a Banking-Macro Model Using a Multi-Regime VAR -- Martínez-García, E.: U.S. Business Cycles, Monetary Policy and the External Finance Premium -- Gallegati, M.: Early Warning Signals of Financial Stress: A "Wavelet-Based" Composite Indicators Approach -- Non-Linearities in Other Fields of Research: Sandberg, R.: Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models -- Benati, L., Lubik, T.A.: The Time-Varying Beveridge Curve -- Charemza, W., Kharin, Y., Maevskiy, V.: Bilinear Forecast Risk Assessment for Non-Systematic Inflation: Theory and Evidence -- Karimi, M., Voia, M.-C.: Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach. |
| 2. Kurzbeschreibung |
In recent years non-linearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate non-linearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential non-linearities in account. Researchers should be aware of applying linear model-types spuriously to problems which include non-linear features. It is indispensable to use the correct model type in order to avoid biased recommendations for economic policy. |
| 1. Schlagwortkette |
Wirtschaftsmodell |
| Ökonometrisches Modell |
| Nichtlineares dynamisches System |
| Aufsatzsammlung |
| ANZEIGE DER KETTE |
Wirtschaftsmodell -- Ökonometrisches Modell -- Nichtlineares dynamisches System -- Aufsatzsammlung |
| 2. Schlagwortkette |
Nichtlineares dynamisches System |
| Wirtschaftsmodell |
| Ökonometrisches Modell |
| ANZEIGE DER KETTE |
Nichtlineares dynamisches System -- Wirtschaftsmodell -- Ökonometrisches Modell |
| SWB-Titel-Idn |
39953654X |
| Signatur |
Springer E-Book |
| Bemerkungen |
Elektronischer Volltext - Campuslizenz |
| Elektronische Adresse |
$uhttp://dx.doi.org/10.1007/978-3-642-42039-9 |
| Internetseite / Link |
Volltext |
| Siehe auch |
Volltext |
| Siehe auch |
Cover |
| Siehe auch |
Inhaltstext |
