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OverviewIn 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. Full Product DetailsAuthor: Frauke Schleer-van GellecomPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: Softcover reprint of the original 1st ed. 2014 Volume: 17 Dimensions: Width: 15.50cm , Height: 1.50cm , Length: 23.50cm Weight: 4.161kg ISBN: 9783662524619ISBN 10: 3662524619 Pages: 262 Publication Date: 17 September 2016 Audience: College/higher education , Professional and scholarly , Postgraduate, Research & Scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Table of 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."ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |