Advances in Non-linear Economic Modeling

Theory and Applications

Frauke Schleer-van Gellecom (Herausgeber)

Buch | Softcover

IX, 262 Seiten

2016 | 1. Softcover reprint of the original 1st ed. 2014
Springer Berlin (Verlag)
978-3-662-52461-9 (ISBN)

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In recent years nonlinearities 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 nonlinearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential nonlinearities 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.

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.

Erscheinungsdatum	22.09.2016
Reihe/Serie	Dynamic Modeling and Econometrics in Economics and Finance
Zusatzinfo	IX, 262 p. 59 illus.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
Schlagworte	Econometrics • Econometrics and economic statistics • Economics • Economics and finance • Economic theory and philosophy • Economic Theory/Quantitative Economics/Mathematica • Financial Markets • Macroeconometrics • Macroeconomics • Macroeconomics/Monetary Economics//Financial Econo • Monetary Economics • Non-linearities • Non-linear Modeling
ISBN-10	3-662-52461-9 / 3662524619
ISBN-13	978-3-662-52461-9 / 9783662524619
Zustand	Neuware