000 03235nam a22004815i 4500
001 978-3-642-42039-9
003 DE-He213
005 20200420211745.0
007 cr nn 008mamaa
008 131211s2014 gw | s |||| 0|eng d
020 _a9783642420399
_9978-3-642-42039-9
024 7 _a10.1007/978-3-642-42039-9
_2doi
050 4 _aHB139-141
072 7 _aKCH
_2bicssc
072 7 _aBUS021000
_2bisacsh
082 0 4 _a330.015195
_223
245 1 0 _aAdvances in Non-linear Economic Modeling
_h[electronic resource] :
_bTheory and Applications /
_cedited by Frauke Schleer-van Gellecom.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2014.
300 _aIX, 262 p. 59 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aDynamic Modeling and Econometrics in Economics and Finance,
_x1566-0419 ;
_v17
505 0 _aNon-Linearities Related to the Financial Sector: Mittnik, S., Semmler, W.: Estimating a Banking-Macro Model Using a Multi-Regime VAR -- Mart�inez-Garc�ia, 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.
520 _aIn 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.
650 0 _aEconomic theory.
650 0 _aEconometrics.
650 0 _aMacroeconomics.
650 1 4 _aEconomics.
650 2 4 _aEconometrics.
650 2 4 _aMacroeconomics/Monetary Economics//Financial Economics.
650 2 4 _aEconomic Theory/Quantitative Economics/Mathematical Methods.
700 1 _aSchleer-van Gellecom, Frauke.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642420382
830 0 _aDynamic Modeling and Econometrics in Economics and Finance,
_x1566-0419 ;
_v17
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-42039-9
912 _aZDB-2-SBE
942 _cEBK
999 _c50900
_d50900