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Title Advances in non-linear economic modeling : theory and applications / Frauke Schleer-van Gellecom, editor
Published Heidelberg : Springer, [2014]
©2014

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Description 1 online resource (ix, 262 pages) : illustrations (some color)
Series Dynamic modeling and econometrics in economics and finance ; volume 17
Dynamic modeling and econometrics in economics and finance ; v. 17.
Contents 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
Summary 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
Bibliography Includes bibliographical references
Notes English
Online resource; title from PDF title page (ebrary, viewed January 13, 2014)
Subject Econometrics.
Macroeconomics.
BUSINESS & ECONOMICS -- Economics -- General.
BUSINESS & ECONOMICS -- Reference.
Science économique.
Affaires.
Econometrics
Macroeconomics
Form Electronic book
Author Schleer-van Gellecom, Frauke, editor
ISBN 9783642420399
3642420397
9781306541381
1306541387